Lenient Regret and Good-Action Identification in Gaussian Process Bandits.
Xu CaiSelwyn GomesJonathan ScarlettPublished in: CoRR (2021)
Keyphrases
- gaussian process
- gaussian processes
- regression model
- gaussian process regression
- bayesian framework
- approximate inference
- gaussian process classification
- model selection
- regret bounds
- latent variables
- hyperparameters
- online learning
- multi armed bandit
- gaussian process models
- sparse approximations
- expectation propagation
- covariance function
- multi armed bandit problems
- semi supervised
- prior knowledge
- random sampling
- closed form
- error rate
- pairwise
- similarity measure