We introduce a new iterative root-finding method for complex polynomials, dubbed Newton-Ellipsoid method. It is inspired by the Ellipsoid method, a classical method in optimization, and a property of Newton's Method derived in [7], according to which at each complex number a half-space can be found containing a root. Newton-Ellipsoid method combines this property, bounds on zeros, together with the plane-cutting properties of the Ellipsoid Method. We present computational results for several examples, as well as corresponding polynomiography. Polynomiography refers to algorithmic visualization of rootfinding. Newton's method is the first member of the infinite family of iterations, the basic family. We also consider general versions of this ellipsoid approach where Newton's method is replaced by a higher-order member of the family such as Halley's method.
Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions. BO budgets are typically given in iterations, which implicitly assumes each evaluation has the same cost. In fact, in many BO applications, evaluation costs vary significantly in different regions of the search space. In hyperparameter optimization, the time spent on neural network training increases with layer size; in clinical trials, the monetary cost of drug compounds vary; and in optimal control, control actions have differing complexities. Cost-constrained BO measures convergence with alternative cost metrics such as time, money, or energy, for which the sample efficiency of standard BO methods is ill-suited. For cost-constrained BO, cost efficiency is far more important than sample efficiency. In this paper, we formulate cost-constrained BO as a constrained Markov decision process (CMDP), and develop an efficient rollout approximation to the optimal CMDP policy that takes both the cost and future iterations into account. We validate our method on a collection of hyperparameter optimization problems as well as a sensor set selection application.Cost-constrained BO measures convergence with these alternative cost metrics for which standard BO methods are unsuited. We extend non-myopic BO to handle the costconstrained setting. Our contributions follow:• We analyze failure modes of common approaches to cost-constrained BO, in which greedy behavior results in poor per-cost performance.
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