Explicit Local Models: Towards "Optimal" Optimization Algorithms
نویسنده
چکیده
We address the problem of minimizing functions on a continuous vector space with the help of models. A theoretical background is established in terms of the AIXI theory, which concerns optimal rational agents in unknown environments. It implies recommendations for the design of optimization algorithms. In the light of this theory, existing model-based algorithms are reviewed. In the second part of the paper, an optimization algorithm using local quadratic models is stated and evaluated.
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