Randomized Gaussian Process Upper Confidence Bound with Tight Bayesian Regret Bounds.
Shion TakenoYu InatsuMasayuki KarasuyamaPublished in: CoRR (2023)
Keyphrases
- gaussian process
- gaussian processes
- upper confidence bound
- regret bounds
- lower bound
- contextual bandit
- hyperparameters
- upper bound
- latent variables
- regression model
- posterior distribution
- approximate inference
- model selection
- bayesian framework
- semi supervised
- bayesian inference
- online learning
- bayesian networks
- cross validation
- maximum likelihood
- posterior probability
- linear regression
- maximum entropy
- objective function
- probabilistic model
- random sampling
- optimal solution
- worst case
- maximum a posteriori
- incremental learning
- learning algorithm