Towards practical theory : Bayesian optimization and optimal exploration
Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2016.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2016
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| Online Access: | http://hdl.handle.net/1721.1/103670 |
| _version_ | 1811094168297013248 |
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| author | Kawaguchi, Kenji, Ph. D. Massachusetts Institute of Technology |
| author2 | Leslie P. Kaelbling and Tomas Lozano-Perez. |
| author_facet | Leslie P. Kaelbling and Tomas Lozano-Perez. Kawaguchi, Kenji, Ph. D. Massachusetts Institute of Technology |
| author_sort | Kawaguchi, Kenji, Ph. D. Massachusetts Institute of Technology |
| collection | MIT |
| description | Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2016. |
| first_indexed | 2024-09-23T15:55:59Z |
| format | Thesis |
| id | mit-1721.1/103670 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T15:55:59Z |
| publishDate | 2016 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/1036702020-12-02T17:15:16Z Towards practical theory : Bayesian optimization and optimal exploration Bayesian optimization and optimal exploration Kawaguchi, Kenji, Ph. D. Massachusetts Institute of Technology Leslie P. Kaelbling and Tomas Lozano-Perez. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science Electrical Engineering and Computer Science. Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2016. This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections. Cataloged from student-submitted PDF version of thesis. Includes bibliographical references (pages 83-87). This thesis presents novel principles to improve the theoretical analyses of a class of methods, aiming to provide theoretically driven yet practically useful methods. The thesis focuses on a class of methods, called bound-based search, which includes several planning algorithms (e.g., the A* algorithm and the UCT algorithm), several optimization methods (e.g., Bayesian optimization and Lipschitz optimization), and some learning algorithms (e.g., PAC-MDP algorithms). For Bayesian optimization, this work solves an open problem and achieves an exponential convergence rate. For learning algorithms, this thesis proposes a new analysis framework, called PACRMDP, and improves the previous theoretical bounds. The PAC-RMDP framework also provides a unifying view of some previous near-Bayes optimal and PAC-MDP algorithms. All proposed algorithms derived on the basis of the new principles produced competitive results in our numerical experiments with standard benchmark tests. by Kenji Kawaguchi. S.M. 2016-07-18T19:11:26Z 2016-07-18T19:11:26Z 2016 2016 Thesis http://hdl.handle.net/1721.1/103670 953457644 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 87 pages application/pdf Massachusetts Institute of Technology |
| spellingShingle | Electrical Engineering and Computer Science. Kawaguchi, Kenji, Ph. D. Massachusetts Institute of Technology Towards practical theory : Bayesian optimization and optimal exploration |
| title | Towards practical theory : Bayesian optimization and optimal exploration |
| title_full | Towards practical theory : Bayesian optimization and optimal exploration |
| title_fullStr | Towards practical theory : Bayesian optimization and optimal exploration |
| title_full_unstemmed | Towards practical theory : Bayesian optimization and optimal exploration |
| title_short | Towards practical theory : Bayesian optimization and optimal exploration |
| title_sort | towards practical theory bayesian optimization and optimal exploration |
| topic | Electrical Engineering and Computer Science. |
| url | http://hdl.handle.net/1721.1/103670 |
| work_keys_str_mv | AT kawaguchikenjiphdmassachusettsinstituteoftechnology towardspracticaltheorybayesianoptimizationandoptimalexploration AT kawaguchikenjiphdmassachusettsinstituteoftechnology bayesianoptimizationandoptimalexploration |