Algorithm portfolio selection as a bandit problem with unbounded losses (Q408989)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Algorithm portfolio selection as a bandit problem with unbounded losses |
scientific article; zbMATH DE number 6023302
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Algorithm portfolio selection as a bandit problem with unbounded losses |
scientific article; zbMATH DE number 6023302 |
Statements
Algorithm portfolio selection as a bandit problem with unbounded losses (English)
0 references
12 April 2012
0 references
algorithm selection
0 references
algorithm portfolios
0 references
meta learning
0 references
online learning
0 references
multi-armed bandit problem
0 references
survival analysis
0 references
Las Vegas algorithms
0 references
computational complexity
0 references
combinatorial optimization
0 references
constraint programming
0 references
satisfiability
0 references
0 references
0.8372682332992554
0 references
0.7449984550476074
0 references
0.7231050729751587
0 references
0.7229681611061096
0 references
0.7171016931533813
0 references
