Robust Bayesian Optimization with Q-Exponential Surrogates
Bayesian optimization (BO) is a widely used framework for optimizing expensive black-box objectives, but standard BO methods often use Gaussian process (GP) surrogates whose Gaussian assumption is sensitive to outliers and heavy-tailed noise. We introduce q-ED-BO, a robust BO method whose surrogate follows a univariate...
Richard Cornelius Suwandi, Zhi-Di Lin, Feng Yin et al.
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