Dolatnia

Bayesian optimization (BO) aims to optimize costly-to-evaluate functions by running a limited number of experiments that each evaluate the function at a selected input. Typical BO formulations assume that experiments are selected one at a time, or in fixed batches, and that experiments can be executed immediately upon request. This setup fails to capture many real-world domains where the execution of an experiment requires setup and preparation time. In this paper, we define a novel BO problem formulation that models the resources and activities needed to prepare and run experiments. We then present a planning approach, based on finite-horizon tree search, for scheduling the potentially concurrent experimental activities with the aim of best optimizing the function within a limited time horizon.