{"id":"https://openalex.org/W2551622197","doi":null,"title":"Bayesian Optimization with a Finite Budget: An Approximate Dynamic Programming Approach","display_name":"Bayesian Optimization with a Finite Budget: An Approximate Dynamic Programming Approach","publication_year":2016,"publication_date":"2016-12-01","ids":{"openalex":"https://openalex.org/W2551622197","mag":"2551622197"},"language":"en","primary_location":{"id":"mag:2551622197","doi":null,"is_oa":false,"landing_page_url":"https://papers.nips.cc/paper/6188-bayesian-optimization-with-a-finite-budget-an-approximate-dynamic-programming-approach.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4363606243","display_name":"neural information processing systems","issn_l":"1049-5258","issn":["1049-5258"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","norway-2"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Neural Information Processing Systems","raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5026796871","display_name":"R\u00e9mi Lam","orcid":"https://orcid.org/0000-0003-4222-5358","observed_orcids":["https://orcid.org/0000-0003-4222-5358"]},"institutions":[{"id":"https://openalex.org/I63966007","display_name":"Massachusetts Institute of Technology","ror":"https://ror.org/042nb2s44","country_code":"US","type":"education","lineage":["https://openalex.org/I63966007"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"R\u00e9mi Lam","raw_affiliation_strings":["Massachusetts Institute of Technology, Cambridge, United States"],"raw_orcid":"https://orcid.org/0000-0003-4222-5358","affiliations":[{"raw_affiliation_string":"Massachusetts Institute of Technology, Cambridge, United States","institution_ids":["https://openalex.org/I63966007"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017431306","display_name":"Karen E. Willcox","orcid":"https://orcid.org/0000-0003-2156-9338","observed_orcids":["https://orcid.org/0000-0003-2156-9338"]},"institutions":[{"id":"https://openalex.org/I63966007","display_name":"Massachusetts Institute of Technology","ror":"https://ror.org/042nb2s44","country_code":"US","type":"education","lineage":["https://openalex.org/I63966007"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Karen Willcox","raw_affiliation_strings":["Massachusetts Institute of Technology, Cambridge, United States"],"raw_orcid":"https://orcid.org/0000-0003-2156-9338","affiliations":[{"raw_affiliation_string":"Massachusetts Institute of Technology, Cambridge, United States","institution_ids":["https://openalex.org/I63966007"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5073514351","display_name":"David H. Wolpert","orcid":"https://orcid.org/0000-0003-3105-2869","observed_orcids":["https://orcid.org/0000-0003-3105-2869","https://orcid.org/0000-0001-5114-8361"]},"institutions":[{"id":"https://openalex.org/I1308548392","display_name":"Santa Fe Institute","ror":"https://ror.org/01arysc35","country_code":"US","type":"nonprofit","lineage":["https://openalex.org/I1308548392"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"David H. Wolpert","raw_affiliation_strings":["Santa Fe Institute, Santa Fe, United States"],"raw_orcid":"https://orcid.org/0000-0003-3105-2869","affiliations":[{"raw_affiliation_string":"Santa Fe Institute, Santa Fe, United States","institution_ids":["https://openalex.org/I1308548392"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.3647,"has_fulltext":false,"cited_by_count":60,"citation_normalized_percentile":{"value":0.94296359,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"29","issue":null,"first_page":"883","last_page":"891"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.0012000000569969416,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.00039999998989515007,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bayesian-optimization","display_name":"Bayesian optimization","score":0.9980000257492065},{"id":"https://openalex.org/keywords/approximate-dynamic-programming","display_name":"approximate dynamic programming","score":0.9020000100135803},{"id":"https://openalex.org/keywords/expensive-objective-functions","display_name":"expensive objective functions","score":0.9120000004768372},{"id":"https://openalex.org/keywords/state-space-approximation","display_name":"state space approximation","score":0.34299999475479126}],"concepts":[{"id":"https://openalex.org/C2778049539","wikidata":"https://www.wikidata.org/wiki/Q17002908","display_name":"Bayesian optimization","level":2,"score":0.8149740695953369},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6605393886566162},{"id":"https://openalex.org/C142399903","wikidata":"https://www.wikidata.org/wiki/Q1128796","display_name":"Uncountable set","level":3,"score":0.6445356607437134},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6416760683059692},{"id":"https://openalex.org/C127705205","wikidata":"https://www.wikidata.org/wiki/Q5748245","display_name":"Heuristics","level":2,"score":0.5854921340942383},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.5433817505836487},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.5275570750236511},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.4923766851425171},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.4687255620956421},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.4468817412853241},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.43139469623565674},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.25380879640579224},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25028181076049805},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.17688462138175964},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C110729354","wikidata":"https://www.wikidata.org/wiki/Q185478","display_name":"Countable set","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2551622197","doi":null,"is_oa":false,"landing_page_url":"https://papers.nips.cc/paper/6188-bayesian-optimization-with-a-finite-budget-an-approximate-dynamic-programming-approach.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4363606243","display_name":"neural information processing systems","issn_l":"1049-5258","issn":["1049-5258"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","norway-2"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Neural Information Processing Systems","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1510052597","https://openalex.org/W1601081659","https://openalex.org/W1693986406","https://openalex.org/W2020677283","https://openalex.org/W2020732830","https://openalex.org/W2063180182","https://openalex.org/W2099201756","https://openalex.org/W2131241448","https://openalex.org/W2151238122","https://openalex.org/W2167789032","https://openalex.org/W2213359196","https://openalex.org/W2221184070","https://openalex.org/W2402456051","https://openalex.org/W2951665052","https://openalex.org/W2963449766","https://openalex.org/W2963945780"],"related_works":["https://openalex.org/W6977942459","https://openalex.org/W2950973771","https://openalex.org/W2793908792","https://openalex.org/W4206647194","https://openalex.org/W2983394922","https://openalex.org/W3212188679","https://openalex.org/W3171276597","https://openalex.org/W7128127887","https://openalex.org/W2794754002","https://openalex.org/W2997219618"],"abstract_inverted_index":{"We":[0,53,78],"consider":[1],"the":[2,22,58,74,84],"problem":[3,42,64],"of":[4,14,60],"optimizing":[5],"an":[6,49],"expensive":[7],"objective":[8],"function":[9],"when":[10],"a":[11,33,40,90],"finite":[12,91],"budget":[13,92],"total":[15],"evaluations":[16],"is":[17],"prescribed.":[18],"In":[19],"that":[20,83],"context,":[21],"optimal":[23],"solution":[24,59],"strategy":[25],"for":[26,73,87],"Bayesian":[27,75,96],"optimization":[28,76,88,97],"can":[29],"be":[30],"formulated":[31],"as":[32],"dynamic":[34,62],"programming":[35,63],"instance.":[36],"This":[37],"results":[38],"in":[39],"complex":[41],"with":[43,89],"uncountable,":[44],"dimension-increasing":[45],"state":[46],"space":[47],"and":[48,67],"uncountable":[50],"control":[51],"space.":[52],"show":[54],"how":[55],"to":[56],"approximate":[57],"this":[61],"using":[65],"rollout,":[66],"propose":[68],"rollout":[69],"heuristics":[70],"specifically":[71],"designed":[72],"setting.":[77],"present":[79],"numerical":[80],"experiments":[81],"showing":[82],"resulting":[85],"algorithm":[86],"outperforms":[93],"several":[94],"popular":[95],"algorithms.":[98]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":9},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":7},{"year":2021,"cited_by_count":12},{"year":2020,"cited_by_count":9},{"year":2019,"cited_by_count":12},{"year":2018,"cited_by_count":2}],"updated_date":"2026-11-10T11:39:43.021295","created_date":"2016-11-30T00:00:00"}