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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
CNRS - Centre National de la Recherche Scientifique : UMR8623, Inria Saclay - Ile de France, UP11 - Université Paris-Sud - Paris 11, LRI - Laboratoire de Recherche en Informatique
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Submitted on : Sunday, September 20, 2015 - 3:26:32 AM
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Sandra Astete-Morales, Marie-Liesse Cauwet, Jialin Liu, Olivier Teytaud. Simple and Cumulative Regret for Continuous Noisy Optimization. Theoretical Computer Science, Elsevier, 2015, 617, pp.12-27. ⟨10.1016/j.tcs.2015.09.032⟩. ⟨hal-01194564⟩

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