Bandit Convex Optimisation

Fuente: arXiv
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Autore principale: Lattimore, Tor
Natura: Preprint
Pubblicazione: 2024
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author Lattimore, Tor
author_facet Lattimore, Tor
contents Bandit convex optimisation is a fundamental framework for studying zeroth-order convex optimisation. This book covers the many tools used for this problem, including cutting plane methods, interior point methods, continuous exponential weights, gradient descent and online Newton step. The nuances between the many assumptions and setups are explained. Although there is not much truly new here, some existing tools are applied in novel ways to obtain new algorithms. A few bounds are improved in minor ways.
format Preprint
id arxiv_https___arxiv_org_abs_2402_06535
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Bandit Convex Optimisation
Lattimore, Tor
Optimization and Control
Machine Learning
Bandit convex optimisation is a fundamental framework for studying zeroth-order convex optimisation. This book covers the many tools used for this problem, including cutting plane methods, interior point methods, continuous exponential weights, gradient descent and online Newton step. The nuances between the many assumptions and setups are explained. Although there is not much truly new here, some existing tools are applied in novel ways to obtain new algorithms. A few bounds are improved in minor ways.
title Bandit Convex Optimisation
topic Optimization and Control
Machine Learning
url https://arxiv.org/abs/2402.06535