Garnett, Roman
Bayesian Optimization
- ISBN 13:
- 9781108425780
- author:
- Garnett, Roman
- format:
- Hardback
- publisher:
- Cambridge University Press
- language:
- English
- Publication Year:
- 2023
- Pages:
- 358
- Dimensions:
- 24.6 x 19.6 x 0.6 centimetres (1
- Genre:
- Computers, Computer Science, Science,
- Condition:
- New
- Availability:
- Item usually sent within 4 working days
Description
Bayesian Optimization provides a comprehensive introduction to this methodology for optimizing expensive objective functions. Starting from scratch, it carefully develops all key ideas and builds a solid theoretical foundation for approaching novel situations. The book is divided into three main parts, covering theoretical and practical aspects of Gaussian process modeling, the Bayesian approach to sequential decision making, and the realization and computation of effective optimization policies. It also includes an overview of theoretical convergence results, a survey of notable extensions, a comprehensive history of Bayesian optimization, and an extensive annotated bibliography of applications. This self-contained text is ideal for those looking to understand the underlying principles and design of Bayesian optimization algorithms.