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Bayesian Optimization -- Multi-Armed Bandit Problem

2020-12-14 19:08:37
Abhilash Nandy, Chandan Kumar, Deepak Mewada, Soumya Sharma

Abstract

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition functions and the types of portfolio strategies used in papers discussing Bayesian Optimization. We also replicate the experiments and report our findings and compare them to the results in the paper. Code link: this https URL.

Abstract (translated)

URL

https://arxiv.org/abs/2012.07885

PDF

https://arxiv.org/pdf/2012.07885.pdf


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