Two basic problems in finite stochastic optimization
Microsoft
Two basic problems in finite stochastic optimization
I will present a new theoretical perspective on two basic problems arising in stochastic optimization. The first one is arguably the most elementary problem in stochastic optimization: assume that one wants to find the maximum of function defined on a finite set, and that one is given a budget of n noisy evaluations. What is […]
Nov 22, 2013
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