Sub-linear Regret Bounds for Bayesian Optimisation in Unknown Search Spaces.

Hung Tran-The Sunil Gupta Santu Rana Huong Ha Svetha Venkatesh

Published in: NeurIPS (2020)

Keyphrases

regret bounds
search space
lower bound
online learning
posterior distribution
multi armed bandit
upper bound
principal component analysis
maximum likelihood
learning theory