This chapter deals with the problem of making the best use of a finite number of noisy evaluations to optimize an unknown function. We are primarily concerned with the case where the function is defined over a finite set. In this discrete setting, we discuss various objectives for the learner, from optimizing the allocation of a given budget of evaluations to optimal stopping time problems with (\u03f5;\u03b4)-PAC guarantees. We also consider the so-called online optimization framework, where the result of an evaluation is associated to a reward, and the goal is to maximize the sum of obtained rewards. In this case, we extend the algorithms to continuous sets and (weakly) Lipschitzian functions (with respect to a prespecified metric).<\/p>\n","protected":false},"excerpt":{"rendered":"
This chapter deals with the problem of making the best use of a finite number of noisy evaluations to optimize an unknown function. We are primarily concerned with the case where the function is defined over a finite set. 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