Raymundo Arróyave

Multi-fidelity Bayesian Optimization with Multiple Information Sources of Input-dependent Fidelity

By querying approximate surrogate models of different fidelity as available information sources, Multi-Fidelity Bayesian Optimization (MFBO) aims at optimizing unknown functions that are costly if not infeasible to evaluate. Existing MFBO methods often assume that approximate surrogates have consist…