Bayesian optimization Machine Learning; Optimization
noun phrase
Definition: An optimization approach for expensive-to-evaluate objective functions that uses a probabilistic surrogate model and an acquisition strategy to choose promising points for evaluation [scikit-optimize Documentation].
Example in context: “Qiu et al. (2022) proposed an LSTM model optimized by Bayesian optimization to forecast daily gas production in a tight gas reservoir in the Ordos Basin, China.” [Rahmanifard, Gates 2022]
Synonym: Bayes optimization
Related terms: sequential model-based optimization (SMBO), hyperparameter optimization