An Adaptive Parallel EI Infilling Strategy Extended by Non-Parametric PMC Sampling Scheme for Efficient Global Optimization

Ringette Ring This paper presents a novel adaptive parallel Expected Improvement (EI) infilling strategy for Efficient Global Optimization (EGO) by introducing a two-staged Non-parametric Population Monte Carlo Sampling (NPMS) scheme.The samples are uniformly generated from EI function in the first stage and converge to sub-domains of high EI value

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