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Daniel R. Jiang

2 accepted papers

2021

Multi-Step Budgeted Bayesian Optimization with Unknown Evaluation Costs

NeurIPS 2021poster

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly heterogeneous and are often unknown in advance in many practical setti…