Adaptive Replication Strategies in Trust-Region-Based Bayesian Optimization of Stochastic Functions

arXiv:2504.20527 · math.OC, stat.ML · Submitted 2025-04-29 · Read on arXiv

math.OC, stat.ML

Submitted: 2025-04-29

Updated: 2026-09-02

Code: https://github.com/POptUS/StochDFO

Terminology

Bayesian Optimization — 21× in this paper · explained in 3 episodes
Benchmark — 20× in this paper · explained in 2 episodes
Acquisition Function — 19× in this paper · explained in 1 episode
Regret — 16× in this paper · explained in 3 episodes
Accuracy — 11× in this paper · explained in 1 episode
Fidelity — 8× in this paper · explained in 2 episodes
Local Optimization — 6× in this paper · explained in 2 episodes
Adaptation — 4× in this paper · explained in 1 episode
Benchmarking — 4× in this paper · explained in 3 episodes
Objective Function — 4× in this paper · explained in 2 episodes
Uncertainty Quantification — 4× in this paper · explained in 8 episodes
Convergence Guarantees — 3× in this paper · explained in 3 episodes
Non-stationarity — 3× in this paper · explained in 2 episodes
Adaptive Sampling — 2× in this paper · explained in 1 episode
Robustness — 2× in this paper · explained in 5 episodes
Winter Simulation Conference — 2× in this paper
Adam — 1× in this paper · explained in 2 episodes
Adaptive Strategy — 1× in this paper · explained in 1 episode
Computational overhead — 1× in this paper · explained in 2 episodes
Data Assimilation — 1× in this paper · explained in 2 episodes
Gaussian Processes (GPs) — 1× in this paper · explained in 2 episodes
Heteroscedasticity — 1× in this paper · explained in 2 episodes
Information Gain — 1× in this paper · explained in 2 episodes

Sources

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