A Radial Basis Function Method for Noisy Global Optimisation

We present a novel response surface method for global optimisation of an expensive and noisy (black-box) objective function, where error bounds on the deviation of the observed noisy function values from their true counterparts are available. The method is based on the well-established RBF method by Gutmann (2001a,c) for minimising an expensive and deterministic objective … Read more