Continuous lunches are free plus the design of optimal optimization algorithms (Q848643)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous lunches are free plus the design of optimal optimization algorithms |
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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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