From: A comparison of mixed-variables Bayesian optimization approaches
Name | Formulation | Metamodel | Acq. crit. | Optimizer of the acq. crit. |
---|---|---|---|---|
LV-EGO | LV | GP | EI | Restarted COBYLA |
LV-RFO | LV | randomForest toolbox | EI | Focus-search (from mlrMBO) |
ALV-EGO-ge or -gi | LV | GP | EI | DoE (for \(\lambda _t\) and \(\rho _t\)) and restarted COBYLA |
ALV-EGO-le or -li | LV | GP | EI | Restarted COBYLA |
MS-RFO | MS | randomForest toolbox | EI | Focus-search (from mlrMBO) |
MS-ES | MS | none | \(-y(x,u)\) | Evolution strategy (from Li et al. [15] in CEGO implementation Zaefferer [30]) |
MS-MKES | MS | GP (sym. compound disc. kernel) | EI | Evolution strategy (from Li et al. [15] in CEGO implementation Zaefferer [30]) |