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Gradient-based GP surrogate #77

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mohamed82008 opened this issue Jun 20, 2021 · 0 comments

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mohamed82008 commented Jun 20, 2021

According to 4.2.1 in https://www.csd.uwo.ca/~dlizotte/publications/lizotte_phd_thesis.pdf, we can define a joint GP for the function value and its gradient. This seems to improve convergence significantly by providing more accurate gradients.

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