Surrogating the surrogate: accelerating Gaussian-process-based global optimization with a mixture cross-entropy algorithm

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Taking the Human Out of the Loop: A Review of Bayesian Optimization (2016, methodology): “In practice, the community has resorted to using various techniques such as discretization [143] and adaptive grids [13], or similarly, the divided rectangles approach of [83], which was used in [28], [110], [105].”
Bayesian Multi-Scale Optimistic Optimization (2014, methodology): “For example, Snoek et al. (2012) use discretisation, Bardenet & K´egl (2010) use adaptive grids, Brochu et al. (2007); Martinez-Cantin et al. (2007) and Mahendran et al. (2012) use the DIRECT algorithm of Jones et al. (1993), Lizotte et al. (2011) use a combination of random discretisation and…”
Bayesian Optimization and Semiparametric Models with Applications to Assistive Technology (2014, methodology): “Other researchers such as Bardenet and Kégl [2010] and Mahendran et al. [2012] have used alternative global optimization algorithms for this purpose. We follow a strategy similar to Lizotte et al. [2012] and Hutter et al.”