Algorithm portfolios for noisy optimization

DOI10.1007/s10472-015-9486-2zbMath1346.90763arXiv1511.01277OpenAlexW2186150905MaRDI QIDQ276539

Jialin Liu, Olivier Teytaud, Baptiste Rozière, Marie-Liesse Cauwet

Publication date: 4 May 2016

Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.01277

zbMATH Keywords

algorithm selectionblack-box noisy optimizationportfolio algorithmssimple regret

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (2)

Algorithm portfolios for noisy optimization ⋮ Sorting by swaps with noisy comparisons

Uses Software

• DFO
• SATzilla

Cites Work

• Algorithm portfolios for noisy optimization
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• Pure Exploration in Multi-armed Bandits Problems
• 10.1162/153244303321897663
• Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm
• Combinatorial Search: From Algorithms to Systems
• Stochastic Approximation of Minima with Improved Asymptotic Speed
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