arXiv Machine Learning By Zhuoyu Cheng, Kohei Hatano, Eiji Takimoto

Adversarial Bandit Optimization with Globally Bounded Perturbations to Convex Losses

Read the original on arXiv Machine Learning →

arXiv:2606. 19891v1 Announce Type: new Abstract: We study adversarial bandit optimization in which the loss functions may be non-convex and non-smooth.

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arXiv Machine Learning
Jun 5

Exploration via linearly perturbed loss minimisation

arXiv:2311. 07565v3 Announce Type: replace Abstract: We introduce exploration via linear loss perturbations (EVILL), a randomised exploration method for structured stochastic bandit problems that works by solving for the minimiser of a linearly perturbed regularised negative log-likelihood function.

By David Janz, Shuai Liu, Alex Ayoub, Csaba Szepesv\'ari
arXiv Machine Learning
Sep 10

Improved Dimension Dependence for Bandit Convex Optimization with Gradient Variations

The paper presents an improved analysis of non‑consecutive gradient variation in Bandit Convex Optimization (BCO) with two‑point feedback, leading to better dimension dependence for both convex and strongly convex functions compared to prior work. It also derives new problem‑dependent guarantees such as gradient‑variance and small‑loss regret bounds, extends the technique to one‑point bandit linear optimization over hyper‑rectangular domains, and establishes the first gradient‑variation dynamic and universal regret bounds for two‑point BCO.

By Hang Yu, Yu-Hu Yan, Peng Zhao