Simple and Cumulative Regret for Continuous Noisy Optimization

Sandra Astete-Morales (1, 2) , Marie-Liesse Cauwet (1, 2) , Jialin Liu (1, 2) , Olivier Teytaud (1, 2)

1 TAO - Machine Learning and Optimisation
2 LRI - Laboratoire de Recherche en Informatique

Domains: Optimization and Control [math.OC]

Sandra Astete-Morales, Marie-Liesse Cauwet, Jialin Liu, Olivier Teytaud. Simple and Cumulative Regret for Continuous Noisy Optimization. Theoretical Computer Science, 2015, 617, pp.12-27. ⟨10.1016/j.tcs.2015.09.032⟩. ⟨hal-01194564⟩