Bandit-Based Estimation of Distribution Algorithms for Noisy Optimization: Rigorous Runtime Analysis.

Autor: Rolet, Philippe, Teytaud, Olivier
Zdroj: Learning & Intelligent Optimization (9783642137990); 2010, p97-110, 14p
Abstrakt: We show complexity bounds for noisy optimization, in frameworks in which noise is stronger than in previously published papers[19]. We also propose an algorithm based on bandits (variants of [16]) that reaches the bound within logarithmic factors. We emphasize the differences with empirical derived published algorithms. Complete mathematical proofs can be found in [26]. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index