Search Results for author: Étienne de Montbrun

Found 2 papers, 0 papers with code

Adaptive approximation of monotone functions

no code implementations14 Sep 2023 Pierre Gaillard, Sébastien Gerchinovitz, Étienne de Montbrun

We prove that GreedyBox achieves an optimal sample complexity for any function $f$, up to logarithmic factors.

Numerical Integration

Certified Multi-Fidelity Zeroth-Order Optimization

no code implementations2 Aug 2023 Étienne de Montbrun, Sébastien Gerchinovitz

We also prove an $f$-dependent lower bound showing that this algorithm has a near-optimal cost complexity.

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