Stochastic online optimization. Single-point and multi-point non-linear multi-armed bandits. Convex and strongly-convex case

Recommendations

Online bandit convex optimisation with stochastic constraints via two-point feedback
Online convex optimization in the bandit setting: gradient descent without a gradient
Advances in Computer Science - ASIAN 2004. Higher-Level Decision Making
Online Convex Optimization With Time-Varying Constraints and Bandit Feedback
Stochastic convex optimization with bandit feedback
An Online Learning Approach to a Multi-player N-armed Functional Bandit
Multi-Armed Bandits: Theory and Applications to Online Learning in Networks
Bandit convex optimization in non-stationary environments
Online Successive Convex Approximation for Two-Stage Stochastic Nonconvex Optimization
Online learning and online convex optimization

Cites work

scientific article; zbMATH DE number 3790207 (Why is no real title available?)
Gradient-free proximal methods with inexact oracle for convex stochastic nonsmooth optimization problems on the simplex
Information-Theoretic Lower Bounds on the Oracle Complexity of Stochastic Convex Optimization
Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
On martingale extensions of Vapnik-Chervonenkis theory with applications to online learning
Online convex optimization in the bandit setting: gradient descent without a gradient
Online learning and online convex optimization
Optimal Rates for Zero-Order Convex Optimization: The Power of Two Function Evaluations
Prediction, Learning, and Games
Primal-dual subgradient methods for convex problems
Regret analysis of stochastic and nonstochastic multi-armed bandit problems
The concentration of measure phenomenon

Cited in

(31)

Stochastic adversarial noise in the ``black box optimization problem
On the convergence of gradient-like flows with noisy gradient input
A new one-point residual-feedback oracle for black-box learning and control
Improved exploitation of higher order smoothness in derivative-free optimization
Online bandit convex optimisation with stochastic constraints via two-point feedback
One-point gradient-free methods for smooth and non-smooth saddle-point problems
Derivative-free optimization methods
Technical note: Nonstationary stochastic optimization under \(L_{p,q} \)-variation measures
Gradient-Free Methods with Inexact Oracle for Convex-Concave Stochastic Saddle-Point Problem
An accelerated directional derivative method for smooth stochastic convex optimization
Interior-Point Methods for Full-Information and Bandit Online Learning
Analogues of switching subgradient schemes for relatively Lipschitz-continuous convex programming problems
Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
Gradient-free two-point methods for solving stochastic nonsmooth convex optimization problems with small non-random noises
Beyond the regret minimization barrier: optimal algorithms for stochastic strongly-convex optimization
Stochastic convex optimization with bandit feedback
Unifying framework for accelerated randomized methods in convex optimization
Gradient-free federated learning methods with \(l_1\) and \(l_2\)-randomization for non-smooth convex stochastic optimization problems
Noisy zeroth-order optimization for non-smooth saddle point problems
Primal-dual mirror descent method for constraint stochastic optimization problems
Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs
An accelerated method for derivative-free smooth stochastic convex optimization
On the efficiency of a randomized mirror descent algorithm in online optimization problems
Gradient-free proximal methods with inexact oracle for convex stochastic nonsmooth optimization problems on the simplex
Small errors in random zeroth-order optimization are imaginary
Online sequential optimization with biased gradients: theory and applications to censored demand
Thompson sampling guided stochastic searching on the line for deceptive environments with applications to root-finding problems
Accelerated directional search with non-Euclidean prox-structure

This page was built for publication: Stochastic online optimization. Single-point and multi-point non-linear multi-armed bandits. Convex and strongly-convex case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2397263)