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

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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)

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

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