Algorithm portfolio selection as a bandit problem with unbounded losses.

Matteo Gagliolo Jürgen Schmidhuber

Published in: Ann. Math. Artif. Intell. (2011)

Keyphrases

cost function
learning algorithm
computational complexity
dynamic programming
data mining
optimal solution
objective function
search space
knapsack problem
np hard
genetic programming
optimization algorithm
combinatorial optimization
portfolio selection