Improving the Expected Improvement Algorithm
暂无分享,去创建一个
[1] Aurélien Garivier,et al. Optimal Best Arm Identification with Fixed Confidence , 2016, COLT.
[2] Ilya O. Ryzhov,et al. On the Convergence Rates of Expected Improvement Methods , 2016, Oper. Res..
[3] Aurélien Garivier,et al. On the Complexity of Best-Arm Identification in Multi-Armed Bandit Models , 2014, J. Mach. Learn. Res..
[4] Warren B. Powell,et al. A Knowledge-Gradient Policy for Sequential Information Collection , 2008, SIAM J. Control. Optim..
[5] Shie Mannor,et al. PAC Bounds for Multi-armed Bandit and Markov Decision Processes , 2002, COLT.
[6] Walter T. Federer,et al. Sequential Design of Experiments , 1967 .
[7] Peter W. Glynn,et al. A large deviations perspective on ordinal optimization , 2004, Proceedings of the 2004 Winter Simulation Conference, 2004..
[8] I. Johnstone,et al. ASYMPTOTICALLY OPTIMAL PROCEDURES FOR SEQUENTIAL ADAPTIVE SELECTION OF THE BEST OF SEVERAL NORMAL MEANS , 1982 .
[9] Alessandro Lazaric,et al. Best-Arm Identification in Linear Bandits , 2014, NIPS.
[10] Daniel Russo,et al. Simple Bayesian Algorithms for Best Arm Identification , 2016, COLT.
[11] T. Lai,et al. Self-Normalized Processes: Limit Theory and Statistical Applications , 2001 .
[12] Chun-Hung Chen,et al. Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization , 2000, Discret. Event Dyn. Syst..
[13] Adam D. Bull,et al. Convergence Rates of Efficient Global Optimization Algorithms , 2011, J. Mach. Learn. Res..
[14] Oren Somekh,et al. Almost Optimal Exploration in Multi-Armed Bandits , 2013, ICML.
[15] Shivaram Kalyanakrishnan,et al. Information Complexity in Bandit Subset Selection , 2013, COLT.
[16] R. Munos,et al. Best Arm Identification in Multi-Armed Bandits , 2010, COLT.
[17] Matthew Malloy,et al. lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits , 2013, COLT.
[18] Csaba Szepesvári,et al. Online-to-Confidence-Set Conversions and Application to Sparse Stochastic Bandits , 2012, AISTATS.
[19] Robert D. Nowak,et al. Best-arm identification algorithms for multi-armed bandits in the fixed confidence setting , 2014, 2014 48th Annual Conference on Information Sciences and Systems (CISS).
[20] John N. Tsitsiklis,et al. The Sample Complexity of Exploration in the Multi-Armed Bandit Problem , 2004, J. Mach. Learn. Res..
[21] Aurélien Garivier,et al. On the Complexity of A/B Testing , 2014, COLT.
[22] Alessandro Lazaric,et al. Best Arm Identification: A Unified Approach to Fixed Budget and Fixed Confidence , 2012, NIPS.
[23] Donald R. Jones,et al. Efficient Global Optimization of Expensive Black-Box Functions , 1998, J. Glob. Optim..
[24] Nando de Freitas,et al. Taking the Human Out of the Loop: A Review of Bayesian Optimization , 2016, Proceedings of the IEEE.