Research map / Bandits and online learning / Contextual bandits and Thompson sampling
A Domain-Shrinking based Bayesian Optimization Algorithm with Order-Optimal Regret Performance
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| GP-ThreDS domain-shrinking instead of IGP-UCB, AD, EI and PI | GP-ThreDS · Branin and Rosenbrock, SE kernel | average per-sample regret vs wall-clock time | Helped |
| GP-ThreDS versus other BO algorithms in computation cost | GP-ThreDS · Branin and Rosenbrock, 1000 samples | computation time (seconds) | Helped |
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