Multi-Point Bandit Algorithms for Nonstationary Online Nonconvex Optimization.
Abhishek RoyKrishnakumar BalasubramanianSaeed GhadimiPrasant MohapatraPublished in: CoRR (2019)
Keyphrases
- non stationary
- optimization problems
- adaptive algorithms
- global optimization
- combinatorial optimization
- optimization methods
- random fields
- learning algorithm
- evolutionary algorithm
- discrete optimization
- online algorithms
- bandit problems
- online learning
- computationally efficient
- autoregressive
- gaussian markov random fields
- stock price
- markov chain
- markov random field
- objective function