Web25 de jan. de 2010 · We consider a generalization of stochastic bandits where the set of arms, $\\cX$, is allowed to be a generic measurable space and the mean-payoff function is "locally Lipschitz" with respect to a dissimilarity function that is known to the decision maker. Under this condition we construct an arm selection policy, called HOO (hierarchical … WebHierarchical Optimistic Optimization (HOO) algorithm for solving the result-ing mathematical models. Machine learning methods and, in particular, bandit learning have already been used in portfolio optimization [14]. However, this is the first time that a machine learning approach, and in particular HOO, is
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WebAbstract: Hierarchical optimization is an optimization method that is divided the problem into several levels of hierarchy. In hierarchical optimization, a complex problem is … Web4 de nov. de 2024 · In this paper, we identify the assumptions that make it possible to view this problem as a multi-armed bandit problem. Based on this fresh perspective, we propose an algorithm (HOO-MB) for solving the problem that carefully instantiates an existing bandit algorithm -- Hierarchical Optimistic Optimization -- with appropriate parameters. can 46/35 be simplified
Stochastic Simultaneous Optimistic Optimization - Inria
Web26 de dez. de 2016 · Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving black-box multi-objective problems given a finite number of function evaluations and proposes … http://chercheurs.lille.inria.fr/~munos/papers/files/FTML2012.pdf WebTable1.Hierarchical optimistic optimization algorithms deterministic stochastic known smoothness DOO Zooming or HOO unknown smoothness DIRECT or SOO StoSOO this paper to the algorithm. On the other hand, for the case of deterministic functions there exist approaches that do not require this knowledge, such as DIRECT or SOO. fish and test