MLINFO COLLECTION

Bayesian Optimization

少数試行で条件探索を進めるベイズ最適化、実験計画、ブラックボックス最適化を扱います。

記事一覧

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arxiv

Conic-Lifting for Learning-rate-free Convex Optimization

A central topic in online and stochastic optimization is to design algorithms that do not require tuning of hyperparameters. Successful strategies in online learning include AdaGrad-style learning…

deep-learning
arxiv

Affine-invariant Cubic Newton with Weak Learners

Modern gradient boosting algorithms are based on Newton's method, which excels empirically but lacks global convergence guarantees. While recent work on Gradient-Regularized Newton (GRN) boosting…

nlp
arxiv

Simultaneous Gradient Learning in First-Price Auctions

We study equilibrium learning in discretized Bayesian games, focusing on first-price auctions as a testbed for gradient-based learning dynamics under private information. While the symmetric…

reinforcement-learning
arxiv

Scalable Bayesian Quadrature via Operator-Adapted Features

Kernel methods face two recurrent bottlenecks: the cubic cost of inverting an $n\times n$ kernel matrix, as in kernel ridge regression, and the evaluation of kernel integrals, as required in kernel…

deep-learning