arXiv Machine Learning
Sep 11

Thompson Sampling for Non-Monotone Convex Ridge Bandits: Monotonicity Is Not Needed for Polynomial Regret

arXiv:2609. 10981v1 Announce Type: new Abstract: Bakhtiari, Lattimore and Szepesv\'ari (COLT 2025) proved that Thompson sampling (TS) has Bayesian regret $\tilde O(d^{5/2}\sqrt n)$ for bandit convex optimisation with convex \emph{monotone} ridge losses $f(x)=\ell(\ip{x}{\theta})$, and asked whether monotonicity of the link is necessary.

By Xuan Li
arXiv Machine Learning
Sep 18

The First-Order Oracle Complexity of Lipschitz Convex Optimization in Nondual Settings

arXiv:2609. 20687v1 Announce Type: cross Abstract: We study first-order black-box convex optimization over an $\ell_p$-ball for objectives Lipschitz in the $\ell_q$-norm, solving in the affirmative the nonsmooth version of the COLT open question (Guz15b) on whether the geometry of a smaller feasible set ($p < q$) can improve convergence rates in convex optimization, and matching prior lower bounds up to logarithmic factors.

By David Mart\'inez-Rubio, Brian Bullins, Crist\'obal Guzm\'an, Mathieu Molina