Institutional tag:
In this talk we analyse Bayesian optimization in light of the geometry of Gaussian processes for their canonical distance. I will use the chaining trick to derive upper and lower bounds on the supremum of the process. I will then present an adaptive optimization algorithm that uses a discretization tree built with chaining, and show theoretical guarantees as well as numerical experiments. Finally we will see connexions with tree-based algorithms like DOO and related approaches.
Dates:
Friday, October 14, 2016 - 11:00
Location:
Inria, room A00
Speaker(s):
Emile Contal
Affiliation(s):
ENS Cachan
Speaker's URL: