ML Seminar: Sébastien Gerchinovitz (Université Toulouse III - Paul Sabatier)

Everyone is welcome to attend the ML seminar of Sébastien Gerchinovitz with the title 'Regret analysis of the Piyavskii-Shubert algorithm'.
  • What English Machine Learning Seminars
  • When 08-10-2019 from 11:00 to 12:00 (Europe/Amsterdam / UTC200)
  • Where Room L016 at CWI, Science Park 123 in Amsterdam
  • Contact Name Wouter Koolen
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Everyone is welcome to attend the ML seminar of Sébastien Gerchinovitz with the title 'Regret analysis of the Piyavskii-Shubert algorithm'.

Abstract:

We consider the problem of maximizing a non-convex Lipschitz function f over a bounded domain in dimension d. In this talk we provide regret guarantees for a decade-old algorithm due to Piyavskii and Shubert (1972). These bounds are derived in the general setting when f is only evaluated approximately. In particular they yield optimal regret bounds when f is observed under independent subgaussian noise.

This is joint work with Clément Bouttier and Tommaso Cesari.