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Minimizing UCB: a Better Local Search Strategy in Local Bayesian Optimization

Neural Information Processing Systems

Local Bayesian optimization is a promising practical approach to solve high dimensional black-box function optimization problem. Among them is the approximated gradient class of methods, which implements a strategy similar to gradient descent. These methods have achieved good experimental results and theoretical guarantees.



Improved learning rates in multi-unit uniform price auctions Marius Potfer 1,2 Dorian Baudry 3 Hugo Richard

Neural Information Processing Systems

Motivated by the strategic participation of electricity producers in electricity day-ahead market, we study the problem of online learning in repeated multi-unit uniform price auctions focusing on the adversarial opposing bid setting. The main contribution of this paper is the introduction of a new modeling of the bid space.