Fast Rank-1 Lattice Targeted Sampling for Black-box Optimization Anonymous Author(s) Affiliation Address email

Neural Information Processing Systems 

Black-box optimization has gained great attention for its success in recent ap-1 plications. However, scaling up to high-dimensional problems with good query2 efficiency remains challenging. This paper proposes a novel Rank-1 Lattice Tar-3 geted Sampling (RLTS) technique to address this issue. Our RLTS benefits from4 random rank-1 lattice Quasi-Monte Carlo, which enables us to perform fast local5 exact Gaussian processes (GP) training and inference with O(nlogn)complexity6 w.r.t.

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