On Two Continuum Armed Bandit Problems in High Dimensions

Abstract

We consider the problem of continuum armed bandits where the arms are indexed by a compact subset of ℝ d $\mathbb {R}^{d}$ . For large d, it is well known that mere smoothness assumptions on the reward functions lead to regret bounds that suffer from the curse of dimensionality. A typical way to tackle this in the literature has been to make further… (More)
DOI: 10.1007/s00224-014-9570-8

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Cite this paper

@article{Tyagi2014OnTC, title={On Two Continuum Armed Bandit Problems in High Dimensions}, author={Hemant Tyagi and Sebastian U. Stich and Bernd G{\"a}rtner}, journal={Theory of Computing Systems}, year={2014}, volume={58}, pages={191-222} }