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Systems and methods for multi-task Bayesian optimization
Systems and methods for multi-task Bayesian optimization
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机译:用于多任务贝叶斯优化的系统和方法
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摘要
Techniques for use in connection with performing optimization using a plurality of objective functions associated with a respective plurality of tasks. The techniques include using at least one computer hardware processor to perform: identifying, based at least in part on a joint probabilistic model of the plurality of objective functions, a first point at which to evaluate an objective function in the plurality of objective functions; selecting, based at least in part on the joint probabilistic model, a first objective function in the plurality of objective functions to evaluate at the identified first point; evaluating the first objective function at the identified first point; and updating the joint probabilistic model based on results of the evaluation to obtain an updated joint probabilistic model.
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