{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/optimization-as-estimation-with-gaussian","title":"Optimization as Estimation with Gaussian Processes in Bandit Settings","arxiv_id":"1510.06423","date":"2015-10-21","proceeding":null,"authors":["Zi Wang","Bolei Zhou","Stefanie Jegelka"],"abstract":"Recently, there has been rising interest in Bayesian optimization -- the\noptimization of an unknown function with assumptions usually expressed by a\nGaussian Process (GP) prior. We study an optimization strategy that directly\nuses an estimate of the argmax of the function. This strategy offers both\npractical and theoretical advantages: no tradeoff parameter needs to be\nselected, and, moreover, we establish close connections to the popular GP-UCB\nand GP-PI strategies. Our approach can be understood as automatically and\nadaptively trading off exploration and exploitation in GP-UCB and GP-PI. We\nillustrate the effects of this adaptive tuning via bounds on the regret as well\nas an extensive empirical evaluation on robotics and vision tasks,\ndemonstrating the robustness of this strategy for a range of performance\ncriteria.","url_abs":"http://arxiv.org/abs/1510.06423v4","url_pdf":"http://arxiv.org/pdf/1510.06423v4.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"optimization-as-estimation-with-gaussian","repo_url":"https://github.com/zi-w/GP-EST","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"bayesian-optimization","task_name":"Bayesian Optimization"},{"task_slug":"gaussian-processes","task_name":"Gaussian Processes"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1510.06423","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}