BriefGPT.xyz
Mar, 2019
高斯过程优化中的自适应草图:可扩展且无悔
Gaussian Process Optimization with Adaptive Sketching: Scalable and No Regret
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Daniele Calandriello, Luigi Carratino, Alessandro Lazaric, Michal Valko, Lorenzo Rosasco
TL;DR
本文提出BKB,一种近似高斯过程算法,实现了优化带有Bandit反馈的函数,具有几乎恒定的迭代复杂度、低维度问题和无方差减少等优点。
Abstract
gaussian processes
(GP) are a popular Bayesian approach for the
optimization
of black-box functions. Despite their effectiveness in simple problems, GP-based algorithms hardly scale to complex high-dimensional fu
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