74 search results - page 1 / 15 » Regret Bounds for Gaussian Process Bandit Problems |
JMLR
2010
12 years 11 months ago
2010
Bandit algorithms are concerned with trading exploration with exploitation where a number of options are available but we can only learn their quality by experimenting with them. ...
ICML
2010
IEEE
13 years 5 months ago
2010
IEEE
Many applications require optimizing an unknown, noisy function that is expensive to evaluate. We formalize this task as a multiarmed bandit problem, where the payoff function is ...
CORR
2010
Springer
13 years 4 months ago
2010
Springer
We motivate and analyse a new Tree Search algorithm, based on recent advances in the use of Gaussian Processes for bandit problems. We assume that the function to maximise on the ...
CORR
2011
Springer
12 years 11 months ago
2011
Springer
The analysis of online least squares estimation is at the heart of many stochastic sequential decision-making problems. We employ tools from the self-normalized processes to provi...
ALT
2009
Springer
14 years 1 months ago
2009
Springer
Abstract. We consider the framework of stochastic multi-armed bandit problems and study the possibilities and limitations of strategies that explore sequentially the arms. The stra...