Bayesian optimization with application to computer experiments

상세정보

자료유형	단행본
서명/저자사항	Bayesian optimization with application to computer experiments / Tony Pourmohamad, Herbert K.H. Lee.
개인저자	Pourmohamad, Tony, author. Lee, Herbert K. H., author.
발행사항	Cham, Switzerland: Springer, [2021]
형태사항	x, 104 p. ; 24 cm
총서사항	SpringerBriefs in statistics
ISBN	9783030824570 3030824578
서지주기	Includes bibliographical references.
내용주기	1. Computer experiments -- 2. Surrogate models -- 3. Unconstrained optimization -- 4. Constrained optimization.
요약	This book introduces readers to Bayesian optimization, highlighting advances in the field and showcasing its successful applications to computer experiments. R code is available as online supplementary material for most included examples, so that readers can better comprehend and reproduce methods. Compact and accessible, the volume is broken down into four chapters. Chapter 1 introduces the reader to the topic of computer experiments; it includes a variety of examples across many industries. Chapter 2 focuses on the task of surrogate model building and contains a mix of several different surrogate models that are used in the computer modeling and machine learning communities. Chapter 3 introduces the core concepts of Bayesian optimization and discusses unconstrained optimization. Chapter 4 moves on to constrained optimization, and showcases some of the most novel methods found in the field. This will be a useful companion to researchers and practitioners working with computer experiments and computer modeling. Additionally, readers with a background in machine learning but minimal background in computer experiments will find this book an interesting case study of the applicability of Bayesian optimization outside the realm of machine learning.
일반주제명	Experimental design. Computer science --Experiments. Bayesian statistical decision theory. Research Design Plan d'expérience. Informatique --Expériences. Théorie de la décision bayésienne. Bayesian statistical decision theory. Computer science --Experiments. Experimental design.
분류기호(DDC)	519.5
언어	영어