Non-stochastic Best Arm Identification and Hyperparameter Optimization.
Kevin G. JamiesonAmeet TalwalkarPublished in: CoRR (2015)
Keyphrases
- stochastic optimization
- optimization problems
- stochastic programming
- global optimization
- optimization algorithm
- optimal control problems
- monte carlo
- monte carlo sampling
- parameter optimization
- stochastic search
- data sets
- optimization model
- discrete optimization
- gaussian processes
- optimization process
- optimization method
- closed form
- multi objective