Bayesian single- and multi- objective optimisation with nonparametric priors
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Abstract
Optimisation is integral to all sorts of processes in science, economics and arguably underpins the fruition of human intelligence through millions of years of optimisation, or
We adopt a probabilistic framework for modelling the unknown function and Bayesian non-parametric modelling. In particular, we focus on the
A GP's behaviour is intimately controlled by the choice of
The remainder of the thesis focusses on various Bayesian optimisation settings.
In chapter 3, we consider a setting where we are able to evaluate a function at multiple locations in parallel. Our approach is to consider a measure of information,