Continuous lunches are free plus the design of optimal optimization algorithms (Q848643)
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scientific article; zbMATH DE number 5677433
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| English | Continuous lunches are free plus the design of optimal optimization algorithms |
scientific article; zbMATH DE number 5677433 |
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Continuous lunches are free plus the design of optimal optimization algorithms (English)
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4 March 2010
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The authors investigate extensions of no-free-lunch theorems for countably infinite and continuous domains and derive an optimal optimization algorithm assuming a prior distribution on the distribution of functions and a finite number of iterates.
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no-free-lunch
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Kolmogorov's extension theorem
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expensive optimization
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dynamic programming
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complexity
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bandit-based Monte-Carlo planning
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0.8848820328712463
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0.8496743440628052
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0.8417306542396545
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0.8408128023147583
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0.8234304785728455
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