Bandit-Based Monte Carlo Optimization for Nearest Neighbors.
Vivek Kumar BagariaTavor Z. BaharavGovinda M. KamathDavid N. C. TsePublished in: IEEE J. Sel. Areas Inf. Theory (2021)
Keyphrases
- monte carlo
- nearest neighbor
- markov chain
- monte carlo methods
- monte carlo simulation
- monte carlo tree search
- importance sampling
- adaptive sampling
- k nearest neighbor
- particle filter
- matrix inversion
- knn
- markovian decision
- game tree
- simulation study
- random sampling
- variance reduction
- monte carlo method
- stochastic approximation
- data points
- machine learning
- mathematical programming
- game tree search
- dynamic programming
- active learning
- point processes