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'.
- https://www.cwi.nl/research/groups/machine-learning/events/ml-seminar-sebastien-gerchinovitz-universite-toulouse-iii-paul-sabatier
- ML Seminar: Sébastien Gerchinovitz (Université Toulouse III - Paul Sabatier)
- 2019-10-08T11:00:00+02:00
- 2019-10-08T12:00:00+02:00
- 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.