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High-DimensionalBayesianOptimizationviaNested RiemannianManifolds: SupplementaryMaterial

Neural Information Processing Systems

Optimization algorithms on Riemannian manifolds used in this paper to optimize the acquisition function inageometry-awaremanner,havebeen developed bytaking advantage oftheEuclidean tangent spaceTxMlinked to each pointxon the manifoldM.




Bandits

Neural Information Processing Systems

Foreacharma, letr(a) and cj(a) be, resp., the meanrewardandmeanresource-j consumption,i.e.,(r(a);c1(a),..., cd(a)):=Eo Da[o].We sometimeswriter =( r(a): a 2 [K])andcj =( cj(a): a 2 [K])asvectorsoverarms. Second, weuseatighterversionof Eq. (3.6) (see AppendixD.3):




9e3b203e72c4e058de26d02a92a81844-Paper-Conference.pdf

Neural Information Processing Systems

In other words, a person's subsequent trajectory has likely been traveled by others. Based on this hypothesis, we propose to forecast a person's future trajectory by learning from the implicit scene regularities. We call the regularities, inherently derived from the past dynamics of the people and the environment in the scene, scene history.



ASelf-TuningActor-CriticAlgorithm

Neural Information Processing Systems

The general concept is to represent the training loss as a function of both the agent parameters and the hyperparameters. The agent optimizes the parameters to minimize this loss function, w.r.t the current hyperparameters.