Minimizing the Thompson Sampling Regret-to-Sigma Ratio (TS-RSR): a provably efficient algorithm for batch Bayesian Optimization.
Zhaolin RenNa LiPublished in: CoRR (2024)
Keyphrases
- worst case
- learning algorithm
- hybrid algorithm
- detection algorithm
- optimization algorithm
- k means
- optimization process
- computationally efficient
- cost function
- dynamic programming
- computational complexity
- linear programming
- expectation maximization
- markov chain monte carlo
- sampling algorithm
- single pass
- bayesian networks
- monte carlo
- np hard
- objective function
- optimization method
- posterior probability
- segmentation algorithm
- particle swarm optimization
- constrained optimization
- optimal solution
- uniform sampling