Adaptive Noisy Optimization - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Communication Dans Un Congrès Année : 2010

Adaptive Noisy Optimization

Résumé

In this paper, adaptive noisy optimization on variants of the noisy sphere model is considered, i.e. optimization in which the same algorithm is able to adapt to several frameworks, including some for which no bound has never been derived. Incidentally, bounds derived by [16] for noise quickly decreasing to zero around the optimum are extended to the more general case of a positively lower-bounded noise thanks to a careful use of Bernstein bounds (using empirical estimates of the variance) instead of Chernoff-like variants
Fichier principal
Vignette du fichier
evostar2010.pdf (174.89 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

inria-00459017 , version 1 (09-03-2010)

Identifiants

  • HAL Id : inria-00459017 , version 1

Citer

Philippe Rolet, Olivier Teytaud. Adaptive Noisy Optimization. EvoStar 2010, Apr 2010, Istambul, Turkey. ⟨inria-00459017⟩
343 Consultations
239 Téléchargements

Partager

Gmail Facebook X LinkedIn More