Consistency of a myopic Bayesian algorithm for one-dimensional global optimization (Q2366971)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of a myopic Bayesian algorithm for one-dimensional global optimization |
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Consistency of a myopic Bayesian algorithm for one-dimensional global optimization (English)
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15 August 1993
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The author formulates and analyzes a myopic algorithm for finding the maximum of an unknown function based on squared error loss. The convergence properties of the myopic algorithm are investigated. A worst- case analysis of the algorithm for Brownian motion is given.
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Bayesian optimization
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consistency
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myopic algorithm
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worst-case analysis
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Brownian motion
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