arXiv:2609. 20701v1 Announce Type: cross Abstract: We study efficient algorithms for realizing the first-order oracle complexity of optimization of $G$-Lipschitz convex functions with respect to the $\ell_{q}$-norm over an $\ell_{p}$-ball of radius $R$, where $1\leq p,q\leq \infty$.
By David Mart\'inez-Rubio, Crist\'obal Guzm\'an
We study efficient algorithms for realizing the first-order oracle complexity of optimization of $G$-Lipschitz convex functions with respect to the $\ell_{q}$-norm over an $\ell_{p}$-ball of radius $R$, where $1\leq p,q\leq \infty$. For $p<q$, we obtain error $\widetilde{O}_{p,q}(GR/T^{1/p-(1/q-1/2)_{+}})$ after $T$ oracle queries, efficiently realizing the nearly optimal rates of (MBG+26), thereby resolving the nonsmooth end of the COLT 2015 open problem (Guz15b).
arXiv:2605.29748v2 Announce Type: replace
Abstract: We study the Lipschitz bandit problem, where a learner sequentially maximizes an unknown Lipschitz function $f$ over a domain $\mathcal{X} \subset...
By Marius Potfer, Vianney Perchet
arXiv:2604. 00523v2 Announce Type: replace Abstract: We study for the first time, stochastic dueling bandits over continuous action spaces with Lipschitz structure, where feedback is purely comparative.
By Mudit Sharma, Shweta Jain, Vaneet Aggarwal, Ganesh Ghalme
arXiv:2608.24731v1 Announce Type: new
Abstract: We settle the minimax-optimal alternating regret, a regret notion motivated by alternating learning dynamics in games, for both online linear optimizat...
By Yixin Tao, Weiqiang Zheng
arXiv:2609.15257v1 Announce Type: cross
Abstract: We analyze a stochastic algorithm with Halpern anchoring for constrained convex-concave problems and monotone variational inequalities. This algorith...
By Jun-Hyun Kim, Ahmet Alacaoglu
arXiv:2609. 23837v1 Announce Type: cross Abstract: We study the complexity of finding $(\delta,\epsilon)$-Goldstein stationary points of nonsmooth nonconvex Lipschitz functions.
By Guy Kornowski
arXiv:2608. 12231v2 Announce Type: replace Abstract: We study adversarial combinatorial bandits with $m$-set actions, where at each round the learner selects $m$ out of $d$ items and observes only the aggregate loss of the selected items.
By Francesco Bacchiocchi, Tommaso Cesari, Roberto Colomboni
arXiv:2610. 36097v1 Announce Type: cross Abstract: We study full-information online linear optimisation on the unit $\ell_p$ ball in $\mathbb{R}^d$, for fixed $2\le p<\infty$ and losses of dual norm at most one.
By Jack J. Mayo
arXiv:2607. 10963v1 Announce Type: cross Abstract: We study the problem of efficient online proportional sampling from a high-dimensional domain under a $\sigma$-smoothed adversary, where the sampling distribution is induced by a dynamically evolving weight function defined over a sequence of piecewise-structured partitions.
By Amirmahdi Mirfakhar, Maria-Florina Balcan, Hedyeh Beyhaghi
arXiv:2406. 13668v4 Announce Type: replace Abstract: A set of probabilistic forecasts is calibrated if each prediction of the forecaster closely approximates the empirical distribution of outcomes on the subset of timesteps where that prediction was made.
By Yuval Dagan, Constantinos Daskalakis, Maxwell Fishelson, Noah Golowich, Robert Kleinberg, Princewill Okoroafor
arXiv:2608. 25182v1 Announce Type: cross Abstract: In this paper, we study alternating regret in online convex optimization (OCO), motivated by the success of alternating learning dynamics in two-player games.
By Mengxiao Zhang