@inproceedings{calandriello:hal-02144311, TITLE = {{Gaussian process optimization with adaptive sketching: Scalable and no regret}}, AUTHOR = {Calandriello, Daniele and Carratino, Luigi and Lazaric, Alessandro and Valko, Michal and Rosasco, Lorenzo}, URL = {https://inria.hal.science/hal-02144311}, BOOKTITLE = {{Conference on Learning Theory}}, ADDRESS = {Phoenix, United States}, YEAR = {2019}, KEYWORDS = {kernelized linear bandits ; sparse Gaussian process optimization ; regret ; sketching ; Bayesian optimization ; black-box optimization ; variance starvation}, PDF = {https://inria.hal.science/hal-02144311/file/calandriello2019gaussian.pdf}, HAL_ID = {hal-02144311}, HAL_VERSION = {v1}, }