Neural Information Processing Systems http://nips.cc/

However, the Achilles' heel of all these approaches is that

This acquisition function generalizes and parallelizes previously proposed knowledge-gradient methods for single-IS Bayesian optimization [7, 8, 28, 26, 37] to MISO. We prove that this algorithm provides an asymptotically near-optimal solution.

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation.

We consider the problem of bandit optimization, inspired by stochastic optimization and online learning problems with bandit feedback. In this problem, the objective is to minimize a global loss function of all the actions, not necessarily a cumulative loss. This framework allows us to study a very general class of problems, with applications in statistics, machine learning, and other fields. To solve this problem, we analyze the Upper-Confidence Frank-Wolfe algorithm, inspired by techniques for bandits and convex optimization. We give theoretical guarantees for the performance of this algorithm over various classes of functions, and discuss the optimality of these results.

In many real-world applications, it is typically the case that the same optimization problem is solved again and again on a regular basis, maintaining the same problem structure but differing in the data.

Technological breakthroughs allow us to collect data with increasing spatiotemporal resolution from complex interaction systems.

As a fundamental problem in computer vision, graph matching problem can usually be formulated as a Quadratic Programming (QP) problem with doubly stochastic and discrete (integer) constraints. Since it is NP-hard, approximate algorithms are required. In this paper, we present a new algorithm, called Multiplicative Update Graph Matching (MPGM), that develops a multiplicative update technique to solve the QP matching problem. MPGM has three main benefits: (1) theoretically, MPGM solves the general QP problem with doubly stochastic constraint naturally whose convergence and KKT optimality are guaranteed.

We consider the problem of solving a large-scale Quadratically Constrained Quadratic Program.