Regret analysis of the Piyavskii-Shubert algorithm for global Lipschitz optimization.
Clément BouttierTommaso CesariSébastien GerchinovitzPublished in: CoRR (2020)
Keyphrases
- optimization algorithm
- experimental evaluation
- learning algorithm
- worst case
- preprocessing
- improved algorithm
- computational complexity
- k means
- detection algorithm
- cost function
- dynamic programming
- stochastic gradient
- theoretical analysis
- optimization method
- segmentation algorithm
- convergence rate
- linear programming
- simulated annealing
- optimization process
- significant improvement
- neural network
- confidence bounds
- pointwise
- expectation maximization
- high accuracy
- computational cost
- lower bound
- optimal solution
- objective function