Noisy Optimization - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Documents Associated With Scientific Events Year : 2013

Noisy Optimization

Abstract

The black box complexity of noisy-optimization is a great research area, with many real-world applications. Various criteria can be used: cumulative regret, simple regret, uniform rates. We discuss the impact of the use of second order information (improved rates under low noise assumption), or local sampling (slower simple regret convergence), or evolutionary optimization with revaluations (as efficient as mathematical programming in some cases with cumulative regret).
Fichier principal
Vignette du fichier
noisyOptimizationSurvey.pdf (224.66 Ko) Télécharger le fichier
Origin Files produced by the author(s)

Dates and versions

hal-00844305 , version 1 (14-07-2013)

Identifiers

  • HAL Id : hal-00844305 , version 1

Cite

Sandra Astete-Morales, Marie-Liesse Cauwet, Adrien Couetoux, Jérémie Decock, Jialin Liu, et al.. Noisy Optimization. Dagstuhl seminar 13271, 2013, Dagstuhl, Germany. 2013. ⟨hal-00844305⟩
378 View
122 Download

Share

Gmail Mastodon Facebook X LinkedIn More