Stochastic Optimization with Bandit Sampling.

Farnood Salehi L. Elisa Celis Patrick Thiran

Published in: CoRR (2017)

Keyphrases

stochastic optimization
random sampling
multistage
active learning
sampling algorithm
multi armed bandit
sample size
sampling methods
markov chain
robust optimization
search space
special case
theoretical framework
traveling salesman problem
bandit problems