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| HAL : inria-00459017, version 1 |
| Voir la fiche détaillée |  BibTeX,EndNote,... |
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| EvoStar 2010, Istambul : Turquie (2010) |
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| Adaptive Noisy Optimization |
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| Philippe Rolet 1Olivier Teytaud 1, 2 |
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| (23/02/2010) |
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| In this paper, adaptive noisy optimization on variants of the noisy sphere model is considered, i.e. optimization in which the same algorithm is able to adapt to several frameworks, including some for which no bound has never been derived. Incidentally, bounds derived by [16] for noise quickly decreasing to zero around the optimum are extended to the more general case of a positively lower-bounded noise thanks to a careful use of Bernstein bounds (using empirical estimates of the variance) instead of Chernoff-like variants |
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| 1 : | Laboratoire de Recherche en Informatique (LRI) |
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CNRS : UMR8623 – Université Paris XI - Paris Sud |
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| 2 : | TAO (INRIA Saclay - Ile de France) |
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INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud |
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| Domaine | : | Statistiques/Machine Learning Mathématiques/Optimisation et contrôle Informatique/Autre |
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| inria-00459017, version 1 | |
| http://hal.inria.fr/inria-00459017 | |
| oai:hal.inria.fr:inria-00459017 | |
| Contributeur : Philippe Rolet | |
| Soumis le : Mardi 9 Mars 2010, 10:27:03 | |
| Dernière modification le : Mardi 9 Mars 2010, 11:48:54 | |
