Consistency of a myopic Bayesian algorithm for one-dimensional global optimization (Q2366971)
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scientific article; zbMATH DE number 232470
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| English | Consistency of a myopic Bayesian algorithm for one-dimensional global optimization |
scientific article; zbMATH DE number 232470 |
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Consistency of a myopic Bayesian algorithm for one-dimensional global optimization (English)
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15 August 1993
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The author formulates and analyzes a myopic algorithm for finding the maximum of an unknown function based on squared error loss. The convergence properties of the myopic algorithm are investigated. A worst- case analysis of the algorithm for Brownian motion is given.
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Bayesian optimization
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consistency
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myopic algorithm
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worst-case analysis
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Brownian motion
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0.7828286290168762
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0.7702614068984985
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0.7629438638687134
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0.7610836029052734
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