BORE: Bayesian Optimization by Density-Ratio Estimation

Louis C. Tiao, Aaron Klein, Matthias W. Seeger, Edwin V. Bonilla, Cédric Archambeau, Fabio Ramos

Abstract: Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisi...