• Corpus ID: 231924424

Optimal Regret Algorithm for Pseudo-1d Bandit Convex Optimization

@article{Saha2021OptimalRA,
  title={Optimal Regret Algorithm for Pseudo-1d Bandit Convex Optimization},
  author={Aadirupa Saha and Nagarajan Natarajan and Praneeth Netrapalli and Prateek Jain},
  journal={ArXiv},
  year={2021},
  volume={abs/2102.07387}
}
We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions ft admit a "pseudo1d" structure, i.e. ft(w) = `t(gt(w)) where the output of gt is one-dimensional. At each round, the learner observes context xt, plays prediction gt(wt;xt) (e.g. gt(·) = 〈xt, ·〉) for some wt ∈ R and observes loss `t(gt(wt)) where `t is a convex Lipschitz-continuous function. The goal is to minimize the standard regret metric. This pseudo-1d bandit… 
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