Simple and cumulative regret for continuous noisy optimization
From MaRDI portal
Publication:905845
DOI10.1016/j.tcs.2015.09.032zbMath1345.90062OpenAlexW2191298957MaRDI QIDQ905845
Olivier Teytaud, Marie-Liesse Cauwet, Jialin Liu, Sandra Astete-Morales
Publication date: 28 January 2016
Published in: Theoretical Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.tcs.2015.09.032
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Lower rate of convergence for locating a maximum of a function
- Pure exploration in finitely-armed and continuous-armed bandits
- Adaptive stochastic approximation by the simultaneous perturbation method
- On the Kiefer-Wolfowitz approximation method
- Introduction to Stochastic Search and Optimization
- Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm
- Handling expensive optimization with large noise
- Noisy optimization complexity under locality assumption
- A Continuous Kiefer-Wolfowitz Procedure for Random Processes
- Extremal Eigenvalues of Real Symmetric Matrices with Entries in an Interval
- Stochastic Approximation of Minima with Improved Asymptotic Speed
- A Family of Variable-Metric Methods Derived by Variational Means
- The Convergence of a Class of Double-rank Minimization Algorithms
- A new approach to variable metric algorithms
- Conditioning of Quasi-Newton Methods for Function Minimization
- Stochastic Estimation of the Maximum of a Regression Function
- A Stochastic Approximation Method
- Viability theory