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Bayesian Multi-Scale Optimistic Optimization
16 references·3 citing·38 second hop
Bayesian Multi-Scale Optimistic Optimization (2014)Bayesian Multi-Scale Optimistic Optimizat…From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning (2014)From Bandits to Monte-Carlo T…Bandit Algorithms for Tree Search (2014)Bandit Algorithms for Tree Se…Bayesian optimization in high dimensions via random embeddings (2013)Bayesian optimization in high…Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis (2012)Thompson Sampling: An Asympto…Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Thompson Sampling for Context…Practical Bayesian Optimization of Machine Learning Algorithms (2012)Practical Bayesian Optimizati…Optimistic bayesian sampling in contextual-bandit problems (2012)Optimistic bayesian sampling …Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Information-Theoretic Regret …Exponential Regret Bounds for Gaussian Process Bandits with Deterministic Observations (2012)Exponential Regret Bounds for…Entropy search for information-efficient global optimization (2012)Entropy search for informatio…Portfolio allocation for Bayesian optimization (2011)Portfolio allocation for Baye…Optimistic Optimization of a Deterministic Function without the Knowledge of its Smoothness (2011)Optimistic Optimization of a …Convergence rates of efficient global optimization algorithms (2011)Convergence rates of efficien…Convergence properties of the expected improvement algorithm with fixed mean and covariance functions (2010)Convergence properties of the…A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning (2010)A Tutorial on Bayesian Optimi…Interpolation of Spatial Data: Some Theory for Kriging (2000)Interpolation of Spatial Data…Learning Search Space Partition for Black-box Optimization using Monte Carlo Tree Search (2020)Learning Search Space Partiti…Theoretical Analysis of Bayesian Optimisation with Unknown Gaussian Process Hyper-Parameters (2014)Theoretical Analysis of Bayes…An Entropy Search Portfolio for Bayesian Optimization (2014)An Entropy Search Portfolio f…On stochastic differential equations (1951)Predictive Entropy Search for Efficient Global Optimization of Black-box Functions (2014)Bayesian Optimization in a Billion Dimensions via Random Embeddings (2016)Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets (2016)Finite-time Analysis of the Multiarmed Bandit Problem (2002)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Matroid Bandits: Fast Combinatorial Optimization with Learning (2014)Optimal Best Arm Identification with Fixed Confidence (2016)Global optimization of Lipschitz functions (2017)Design and Analysis of Computer Experiments (1989)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Adaptive Decision Maker (1994)A Tutorial on Bayesian Optimization (2018)Bayesian Optimization (2018)An Empirical Evaluation of Thompson Sampling (2011)Analysis of Thompson Sampling for the multi-armed bandit problem (2011)KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)Customer Acquisition via Display Advertising Using Multi-Armed Bandit Experiments (2017)A Tutorial on Thompson Sampling (2018)Using confidence bounds for exploitation-exploration trade-offs (2003)Further Optimal Regret Bounds for Thompson Sampling (2012)Learning to Optimize via Posterior Sampling (2014)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data. (1993)Model-Based Geostatistics (1998)Use of Kriging Models to Approximate Deterministic Computer Models (2005)Spatial Panel Econometrics (2008)Some aspects of the sequential design of experiments (1952)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Bandit Algorithms (2020)Efficient Hyperparameter Optimization and Infinitely Many Armed Bandits (2017)On Kernelized Multi-armed Bandits (2017)High-dimensional Bayesian optimization using low-dimensional feature spaces (2020)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Constrained Bayesian Optimization with Noisy Experiments (2018)Bayesian optimization with safety constraints: safe and automatic parameter tuning in robotics (2021)
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References

  • 2012Practical Bayesian Optimization of Machine Learning Algorithms6,690 cited
  • 2012Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting2,098 cited
  • 2010A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning2,053 cited
  • 2000Interpolation of Spatial Data: Some Theory for Kriging1,916 cited
  • 2012Thompson Sampling for Contextual Bandits with Linear Payoffs600 cited
  • 2012Entropy search for information-efficient global optimization456 cited
  • 2011Convergence rates of efficient global optimization algorithms454 cited
  • 2012Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis381 cited
  • 2013Bayesian optimization in high dimensions via random embeddings244 cited
  • 2014From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning233 cited
  • 2012Optimistic bayesian sampling in contextual-bandit problems213 cited
  • 2010Convergence properties of the expected improvement algorithm with fixed mean and covariance functions183 cited
  • 2014Bandit Algorithms for Tree Search170 cited
  • 2011Portfolio allocation for Bayesian optimization160 cited

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2011
Optimistic Optimization of a Deterministic Function without the Knowledge of its Smoothness
145 cited
  • 2012Exponential Regret Bounds for Gaussian Process Bandits with Deterministic Observations76 cited
  • Cited by

    • 2020Learning Search Space Partition for Black-box Optimization using Monte Carlo Tree Search60 cited
    • 2014An Entropy Search Portfolio for Bayesian Optimization40 cited
    • 2014Theoretical Analysis of Bayesian Optimisation with Unknown Gaussian Process Hyper-Parameters35 cited