Explicit local models: Towards "optimal" optimization algorithms

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Abstract

We use Hutter's AIXI theory, which concerns optimal rational agents in unknown environments, in order to establish a theoretical background for model-based optimization. This implies recommendations for the design of practical optimization algorithms. © Springer-Verlag Berlin Heidelberg 2004.

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Poland, J. (2004). Explicit local models: Towards “optimal” optimization algorithms. In Lecture Notes in Artificial Intelligence (Subseries of Lecture Notes in Computer Science) (Vol. 3201, pp. 569–571). Springer Verlag. https://doi.org/10.1007/978-3-540-30115-8_54

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