2 code implementations • ICML 2017 • Cédric Malherbe, Nicolas Vayatis
The goal of the paper is to design sequential strategies which lead to efficient optimization of an unknown function under the only assumption that it has a finite Lipschitz constant.
no code implementations • 14 Mar 2016 • Cédric Malherbe, Nicolas Vayatis
We consider the problem of maximizing an unknown function over a compact and convex set using as few observations as possible.
no code implementations • 19 Oct 2015 • Emile Contal, Cédric Malherbe, Nicolas Vayatis
In this paper, we consider the problem of stochastic optimization under a bandit feedback model.