Lukáš Bajer
Viktor Charypar
ABSTRACT
Model Guided Sampling Optimization (MGSO) is a novel expensive black-box optimization method based on a combination of ideas from Estimation of Distribution Algorithms and global optimization methods using Gaussian Processes. The algorithm is described and its implementation tested on three benchmark functions as a proof of concept.
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Digital Library
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Index Terms
- Model guided sampling optimization with gaussian processes for expensive black-box optimization
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