Handling expensive optimization with large noise

DOI10.1145/1967654.1967660MaRDI QIDQ5276084zbMATH OpenOpenAlexFDO

Authors Rémi Coulom, Philippe Rolet, Nataliya Sokolovska, Olivier Teytaud

Publication date 14 July 2017

Published in Proceedings of the 11th workshop proceedings on Foundations of genetic algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1967654.1967660

zbMATH Keywords

Bernstein racesnoisy optimizationruntime analysis

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

Recommendations

• Optimising noisy objective functions
• Global optimization using diffusion perturbations with large noise intensity
• Non-intrusive termination of noisy optimization
• scientific article; zbMATH DE number 4118311
• A direct search algorithm for optimization with noisy function evaluations
• Foundations of Genetic Algorithms
• Inverse optimization with noisy data
• Constrained Optimization in the Presence of Noise

Cited in

(3)

• Non-intrusive termination of noisy optimization
• Analysis of runtime of optimization algorithms for noisy functions over discrete codomains
• Simple and cumulative regret for continuous noisy optimization

This page was built for publication: Handling expensive optimization with large noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5276084)