2024
Cumulative Regret Analysis of the Piyavskii–Shubert Algorithm and Its Variants for Global Optimization
AAAI 2024technical
We study the problem of global optimization, where we analyze the performance of the Piyavskii--Shubert algorithm and its variants. For any given time duration T, instead of the extensively studied simple regret (which is the difference of the losses between the best estimate up to T and the global…