Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology.
A simple and efficient approach is proposed to extend Bayesian optimization to large-scale batch evaluation.
The approach involves drawing a batch of axis-aligned subspaces of the original problem and selecting one acquisition point from each subspace.
Numerical experiments show that the proposed approach significantly speeds up convergence and performs competitively compared to other batch Bayesian optimization algorithms.