Monthly Archives: August 2016
Kernel-based methods for convex bandits, part 3
(This post absolutely requires to have read Part 1 and Part 2.) A key assumption at the end of Part 1 was that, after rescaling space so that the current exponential weights distribution is isotropic, one has (1) for … Continue reading
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Kernel-based methods for convex bandits, part 2
The goal of this second lecture is to explain how to do the variance calculation we talked about at the end of Part 1 for the case where the exponential weights distribution is non-Gaussian. We will lose here a factor … Continue reading
Posted in Optimization, Theoretical Computer Science
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Kernel-based methods for bandit convex optimization, part 1
A month ago Ronen Eldan, Yin Tat Lee and myself posted our latest work on bandit convex optimization. I’m quite happy with the result (first polynomial time method with poly(dimension)-regret) but I’m even more excited by the techniques we developed. Next … Continue reading
Posted in Optimization, Theoretical Computer Science
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