Multiple Information Source Bayesian Optimization

The book provides a comprehensive review of multiple information sources and multi—fidelity Bayesian optimization, specifically focusing on the novel "Augmented Gaussian Process” methodology. The book is important to clarify the relations and the important differences in using multi—fidelity or multiple information source approaches for solving real—world problems. Choosing the most appropriate strategy, depending on the specific problem features, ensures the success of the final solution. ...