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by fastneutron 1019 days ago
It depends on the needs of the specific application. What typically happens is that you’d use BO to globally converge to within some tolerance and use the resulting surrogate to get a map of where the interesting regions are. You can then more densely sample these candidate regions or switch to a gradient-based method (via finite difference). For uncertainty information, we usually add this as a noise parameter, either on the input samples, or as part of the GP kernel.
1 comments

That's very useful, thanks!