Bayesian-Optimization-under-Heavy-tailed-Payoffs

Codes accompanying NeurIPS, 2019 paper copyright: Sayak Ray Chowdhury

Name		Name	Last commit message	Last commit date
Latest commit History 11 Commits
QFF.m		QFF.m
README.md		README.md
Supplementary.pdf		Supplementary.pdf
ata_gp_ucb_nystrom.m		ata_gp_ucb_nystrom.m
ata_gp_ucb_qff.m		ata_gp_ucb_qff.m
fin.csv		fin.csv
gen_rkhs_function.m		gen_rkhs_function.m
hermite_rec.m		hermite_rec.m
importfile.m		importfile.m
iw_data_all.mat		iw_data_all.mat
kernel_function.m		kernel_function.m
main_financialdata.m		main_financialdata.m
main_lightsensordata.m		main_lightsensordata.m
main_synthetic.m		main_synthetic.m
paper.pdf		paper.pdf
posterior_update.m		posterior_update.m
qff_approx.m		qff_approx.m
slides.pdf		slides.pdf
tgp_ucb.m		tgp_ucb.m

sayakrc/Bayesian-Optimization-under-Heavy-tailed-Payoffs