Sequential and Parallel Constrained Max-value Entropy Search via Information Lower Bound

Shion Takeno, Tomoyuki Tamura, Kazuki Shitara, Masayuki Karasuyama

Abstract: Max-value entropy search (MES) is one of the state-of-the-art approaches in Bayesian optimization (BO). In this paper, we propose a novel variant of MES for constrained problems, called Constrained...