论文标题
贝叶斯优化 - 多军匪徒问题
Bayesian Optimization -- Multi-Armed Bandit Problem
论文作者
论文摘要
在本报告中，我们调查了贝叶斯优化方法的重点是多臂匪徒问题。我们在论文“贝叶斯优化的投资组合分配”的帮助下进行了帮助。我们报告了一项有关收购功能的小文献调查以及论文中使用的投资组合策略的类型，讨论了贝叶斯优化。我们还复制实验并报告我们的发现并将其与论文中的结果进行比较。代码链接：https：//colab.research.google.com/drive/1gz14kledoe3dcbezko5l8qqrkf_gmbdn?usp = sharing#scrollto = xgibau3o45_v。
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: https://colab.research.google.com/drive/1GZ14klEDoe3dcBeZKo5l8qqrKf_GmBDn?usp=sharing#scrollTo=XgIBau3O45_V.
