Multi-Armed Bandit Regularized Expected Improvement for Efficient Global Optimization of Expensive Computer Experiments With Low Noise
Computer experiments are widely used to mimic expensive physical processes as black-box functions.A typical challenge of expensive computer experiments is to find the truvisionhealthftp.com set of inputs that produce the desired response.This study proposes a multi-armed bandit regularized expected improvement (BREI) method to adaptively adjust the