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Bayesian Optimization with Cost-varying Variable Subsets Sebastian Shenghong Tay

Neural Information Processing Systems

We introduce the problem of Bayesian optimization with cost-varying variable subsets (BOCVS) where in each iteration, the learner chooses a subset of query variables and specifies their values while the rest are randomly sampled.



QuantumSpeedupsofOptimizingApproximately ConvexFunctionswithApplicationstoLogarithmic RegretStochasticConvexBandits

Neural Information Processing Systems

Optimization theory is a central research topic in computer science, mathematics, operations research, etc. Currently, many efficient algorithms for optimizing convex functions have been proposed (see for instance [10]), but much less is known for nonconvex optimization.