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GP-UCB algorithm's suboptimality revealed in new research

A new paper published on arXiv investigates the limitations of the Gaussian Process Upper Confidence Bound (GP-UCB) algorithm. Researchers have established upper bounds on its cumulative regret, but this work explores whether GP-UCB is truly minimax optimal. The study introduces a new regret lower bound for GP-UCB with Matérn kernels, indicating that polynomial growth in the effective optimism level hinders optimal regret rates. AI

影响 Identifies a fundamental limitation in a widely used optimization algorithm, potentially guiding future research towards more optimal methods.

排序理由 The cluster contains an academic paper discussing algorithmic limitations. [lever_c_demoted from research: ic=1 ai=1.0]

在 arXiv stat.ML 阅读 →

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报道来源 [1]

  1. arXiv stat.ML TIER_1 English(EN) · Wenjia Wang, Xiaowei Zhang ·

    GP-UCB在多项式有效乐观下的次优性分析

    arXiv:2312.01386v2 Announce Type: replace-cross Abstract: Gaussian process upper confidence bound (GP-UCB) is widely used for sequential optimization of expensive black-box functions. Although many upper bounds on its cumulative regret have been established in the literature, whe…