3 ms·

https://www.researchgate.net/profile/Vivek-Kumar-Bagaria-2/publication/325311367_Adaptive_Monte-Carlo_Optimization/links/5eb5a0374585152169c0ebad/Adaptive-Monte

by bagavi 3y ago

https://www.researchgate.net/profile/Vivek-Kumar-Bagaria-2/publication/325311367_Adaptive_Monte-Carlo_Optimization/links/5eb5a0374585152169c0ebad/Adaptive-Monte-Carlo-Optimization.pdf https://www.researchgate.net/profile/Vivek-Kumar-Bagaria-2/p... This idea improves the scaling from linear in dimension to logarithmic when very little loss using ideas from multi-arm bandits

kristjansson 3y ago
The actual arXiv link for the curious: https://arxiv.org/abs/1805.08321 https://arxiv.org/abs/1805.08321