- AISTATS 2019
- http://proceedings.mlr.press/v89/song19b/song19b.pdf
- principled framework for multi-fidelity BO
- with theoretical and empirical results
3 Problem Statement
- payoff function and auxiliary functions ("sim")
- joint distr, multiple-output Gaussian process
- reward: real, positive. sim, 0
- policy, budget
- objective: identify an optimal action
4 The Multi-fidelity BO Framework
- 2 phases: explore and optimize
- information gain
- greedy, stopping conditions
- optimize, update the posterior
- choose the estimated optimum