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An Empirical Review of Model-Based Adaptive Sampling for Global Optimization of Expensive Black-Box Functions

An Empirical Review of Model-Based Adaptive Sampling for Global Optimization of Expensive Black-Box Functions

This paper reviews the state-of-the-art model-based adaptive sampling approaches for single-objective black-box optimization (BBO). While BBO literature includes various promising sampling techniques, there is still a lack of comprehensive investigations of the existing research across the vast scope of BBO problems. We first classify BBO problems into two categories of …