http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
- 中文 을 입력하시려면 zhongwen을 입력하시고 space를누르시면됩니다.
- 北京 을 입력하시려면 beijing을 입력하시고 space를 누르시면 됩니다.
RISS 인기검색어
- 검색키워드
- 저자 : Xiong Zikang (검색결과 1 건)
- 무료
- 기관 내 무료
- 유료
-
Batch sequential adaptive designs for global optimization
Xiao Yao,Ning Jianhui,Xiong Zikang,Qin Hong 한국통계학회 2022 Journal of the Korean Statistical Society Vol.51 No.3
Efficient global optimization (EGO) is one of the most popular sequential adaptive design (SAD) methods for expensive black-box optimization problems. A well-recognized weakness of the original EGO in complex computer experiments is that it is serial, and hence the modern parallel computing techniques cannot be utilized to speed up the running of simulator experiments. For those multiple points EGO methods, the heavy computation and points clustering are the obstacles. In this work, a novel batch SAD method, named “Accelerated EGO”, is forwarded by using a refined sampling/importance resampling (SIR) method to search the points with large expected improvement (EI) values. The computation burden of the new method is much lighter, and the points clustering is also avoided. The efficiency of the proposed batch SAD is validated by nine classic test functions with dimension from 2 to 12. The empirical results show that the proposed algorithm indeed can parallelize original EGO, and gain much improvement compared against the other parallel EGO algorithm especially under high-dimensional case. Additionally, the new method is applied to the hyper-parameter tuning of support vector machine (SVM) and XGBoost models in machine learning. Accelerated EGO obtains comparable cross validation accuracy with other methods and the CPU time can be reduced a lot due to the parallel computation and sampling method.
연관 검색어 추천
이 검색어로 많이 본 자료
활용도 높은 자료
