no code implementations • 16 Feb 2016 • Emile Contal, Nicolas Vayatis
The paper considers the problem of global optimization in the setup of stochastic process bandits.
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.
no code implementations • 19 Nov 2013 • Emile Contal, Vianney Perchet, Nicolas Vayatis
In this paper, we analyze a generic algorithm scheme for sequential global optimization using Gaussian processes.
no code implementations • 19 Apr 2013 • Emile Contal, David Buffoni, Alexandre Robicquet, Nicolas Vayatis
We prove theoretical upper bounds on the regret with batches of size K for this procedure which show the improvement of the order of sqrt{K} for fixed iteration cost over purely sequential versions.