Continuous lunches are free plus the design of optimal optimization algorithms (Q848643)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Continuous lunches are free plus the design of optimal optimization algorithms |
scientific article; zbMATH DE number 5677433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous lunches are free plus the design of optimal optimization algorithms |
scientific article; zbMATH DE number 5677433 |
Statements
Continuous lunches are free plus the design of optimal optimization algorithms (English)
0 references
4 March 2010
0 references
The authors investigate extensions of no-free-lunch theorems for countably infinite and continuous domains and derive an optimal optimization algorithm assuming a prior distribution on the distribution of functions and a finite number of iterates.
0 references
no-free-lunch
0 references
Kolmogorov's extension theorem
0 references
expensive optimization
0 references
dynamic programming
0 references
complexity
0 references
bandit-based Monte-Carlo planning
0 references
0 references
0 references
