Bayesian optimization is an effective technique for black-box optimization, but its applicability is limited for large-budget problems due to computational complexity.
Researchers propose Gradient-based Sample Selection Bayesian Optimization (GSSBO) to improve the computational efficiency of Bayesian optimization.
GSSBO constructs the Gaussian process (GP) model on a selected set of samples using gradient information.
The approach reduces the computational cost of GP fitting while maintaining optimization performance similar to baseline methods.