Re: [UAI] optimizing a stochastic function 
As an alternative to stochastic approximation, you can also use an 
active learning framework. See e.g. Section III of 
http://www.cs.ubc.ca/~nando/papers/aplrss.pdf (apologies for the 
self-promotion) and references [13], [15], [29], [30] and [32] in this 
paper. Good luck. Nando.


nphralv@iis.sinica.edu.tw wrote:

>
> You might want to take a look at this book:
>
> Adaptive Algorithms and Stochastic Approximations.
> Benveniste, Metivier and Prioutet. 1990.
>
> -- Chunnan
>
>
>
> Quoting Ronen Brafman :
>
>> I want to find the maximum of f(x1,.,x-n). n is typically not too large.
>>
>> I can only sample the value of f, and the samples are noisy.
>>
>>
>>
>> I wonder if anyone can provide pointers to results that study how 
>> this can
>> be done under various assumptions on f.
>>
>>
>>
>> Thanks,
>>
>>
>>
>> Ronen
>>
>>
>
>
>
> ----------------------------------------------------------------
> This message was sent using IMP, the Internet Messaging Program.
>
>------------------------------------------------------------------------
>
>_______________________________________________
>uai mailing list
>faq@ENGR.ORST.EDU
>https://secure.engr.oregonstate.edu/mailman/listinfo/uai
>  
>


