Bandit-based Estimation of Distribution Algorithms for Noisy Optimization: Rigorous Runtime Analysis
Philippe Rolet and Olivier Teytaud
LION4 Proceedings 2010.

Abstract

We show complexity bounds for noisy optimization, in frameworks in which noise is stronger than in previously published papers[19]. We also propose an algorithm based on bandits (variants of [16]) that reaches the bound within logarithmic factors. We emphasize the differences with empirical derived published algorithms.

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