Exploratory distributions for convex functions

DOI10.4171/MSL/1-1-3MaRDI QIDQ1737974zbMATH OpenOpenAlexWikidataFDO

Authors Sébastien Bubeck, Ronen Eldan

Publication date 24 April 2019

Published in Mathematical Statistics and Learning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4171/msl/1-1-3

zbMATH Keywords

hypothesis testingconvex bandit optimizationexploratory distributionlearning convex functions

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) General considerations in statistical decision theory (62C05) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

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Cites work

• An information-theoretic analysis of Thompson sampling
• An optimal Poincaré inequality in $L^1$ for convex domains
• Geometry of isotropic convex bodies
• Kernel-based methods for bandit convex optimization
• Learning to optimize via information-directed sampling
• On convex perturbations with a bounded isotropic constant
• Online convex optimization in the bandit setting: gradient descent without a gradient
• Regret analysis of stochastic and nonstochastic multi-armed bandit problems
• Stochastic convex optimization with bandit feedback
• The geometry of logconcave functions and sampling algorithms

Cited in

(5)

• Convex and radially concave contoured distributions
• Improved regret for zeroth-order adversarial bandit convex optimisation
• Random concave functions
• scientific article; zbMATH DE number 5582265 (Why is no real title available?)
• Efficient convex optimization with oracles

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