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Optimal Algorithms for Online Convex Optimization with Multi-Point Bandit Feedback.
7 references·16 citing·30 second hop
Optimal Algorithms for Online Convex Optimization with Multi-Point Bandit Feedback. (2010)Optimal Algorithms for Online Convex Opti…INTRODUCTION TO STOCHASTIC SEARCH AND OPTIMIZATION: ESTIMATION, SIMULATION, AND CONTROL (2012)INTRODUCTION TO STOCHASTIC SE…Stochastic Linear Optimization Under Bandit Feedback (2008)Stochastic Linear Optimizatio…Logarithmic regret algorithms for online convex optimization (2007)Logarithmic regret algorithms…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Online convex optimization in the bandit setting: gradient descent without a gradient (2004)Online convex optimization in…Online convex programming and generalized infinitesimal gradient ascent (2003)Online convex programming and…The Nonstochastic Multiarmed Bandit Problem (2002)The Nonstochastic Multiarmed …Distributed Online Optimization With Long-Term Constraints (2021)Distributed Online Optimizati…Distributed Bandit Online Convex Optimization With Time-Varying Coupled Inequality Constraints (2020)Distributed Bandit Online Con…Online Convex Optimization With Time-Varying Constraints and Bandit Feedback (2018)Online Convex Optimization Wi…Bandit Convex Optimization for Scalable and Dynamic IoT Management (2018)Bandit Convex Optimization fo…A Virtual-Queue-Based Algorithm for Constrained Online Convex Optimization With Applications to Data Center Resource Allocation (2018)A Virtual-Queue-Based Algorit…Kernel-based Methods for Bandit Convex Optimization (2017)Kernel-based Methods for Band…Bandit Convex Optimization with Biased Noisy Gradient Oracles (2017)Bandit Convex Optimization wi…Tracking Slowly Moving Clairvoyant: Optimal Dynamic Regret of Online Learning with True and Noisy Gradient (2016)Tracking Slowly Moving Clairv…(Nearly) optimal differentially private stochastic multi-arm bandits (2015)(Nearly) optimal differential…Reducing Dueling Bandits to Cardinal Bandits (2014)Reducing Dueling Bandits to C…Bandit Convex Optimization: Towards Tight Bounds (2014)Bandit Convex Optimization: T…Stochastic Convex Optimization with Bandit Feedback (2013)Stochastic Convex Optimizatio…Towards minimax policies for online linear optimization with bandit feedback (2012)Towards minimax policies for …On the Complexity of Bandit and Derivative-Free Stochastic Convex Optimization (2012)On the Complexity of Bandit a…Trading Regret for Efficiency: Online Convex Optimization with Long Term Constraints (2011)Trading Regret for Efficiency…Introduction to Online Optimization (2011)Introduction to Online Optimi…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Theory of games and economic behavior (2019)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Nearly Tight Bounds for the Continuum-Armed Bandit Problem (2004)Multi-armed bandits in metric spaces (2008)Linearly Parameterized Bandits (2010)Introduction to Stochastic Programming (2011)Some aspects of the sequential design of experiments (1952)Stochastic Estimation of the Maximum of a Regression Function (1952)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Coordinating Pricing and Inventory Replenishment with Nonparametric Demand Learning (2015)Multi-Modal Dynamic Pricing (2019)The Theory of Learning in Games (1998)Ad click prediction (2013)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Regret and Cumulative Constraint Violation Analysis for Distributed Online Constrained Convex Optimization (2022)Using confidence bounds for exploitation-exploration trade-offs (2003)Contextual Bandits with Linear Payoff Functions (2011)Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Learning to Optimize via Posterior Sampling (2014)State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments (2005)Computational methods in optimization considering uncertainties – An overview (2008)Information-seeking, curiosity, and attention: computational and neural mechanisms (2013)Non-Stationary Stochastic Optimization (2015)Introduction to Online Convex Optimization (2016)Introduction to Online Convex Optimization (2016)
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References

  • 2006Prediction, Learning, and Games3,176 cited
  • 2002The Nonstochastic Multiarmed Bandit Problem2,210 cited
  • 2003Online convex programming and generalized infinitesimal gradient ascent1,733 cited
  • 2012INTRODUCTION TO STOCHASTIC SEARCH AND OPTIMIZATION: ESTIMATION, SIMULATION, AND CONTROL1,004 cited
  • 2007Logarithmic regret algorithms for online convex optimization836 cited
  • 2004Online convex optimization in the bandit setting: gradient descent without a gradient599 cited
  • 2008Stochastic Linear Optimization Under Bandit Feedback581 cited

Cited by

  • 2011Trading Regret for Efficiency: Online Convex Optimization with Long Term Constraints168 cited
  • 2013Stochastic Convex Optimization with Bandit Feedback167 cited
  • 2018Bandit Convex Optimization for Scalable and Dynamic IoT Management139 cited
  • 2020Distributed Bandit Online Convex Optimization With Time-Varying Coupled Inequality Constraints113 cited
  • 2011Introduction to Online Optimization108 cited
  • 2017Kernel-based Methods for Bandit Convex Optimization107 cited
  • 2012On the Complexity of Bandit and Derivative-Free Stochastic Convex Optimization98 cited
  • 2018Online Convex Optimization With Time-Varying Constraints and Bandit Feedback

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97 cited
  • 2014Reducing Dueling Bandits to Cardinal Bandits97 cited
  • 2012Towards minimax policies for online linear optimization with bandit feedback86 cited
  • 2016Tracking Slowly Moving Clairvoyant: Optimal Dynamic Regret of Online Learning with True and Noisy Gradient84 cited
  • 2021Distributed Online Optimization With Long-Term Constraints81 cited
  • 2014Bandit Convex Optimization: Towards Tight Bounds66 cited
  • 2017Bandit Convex Optimization with Biased Noisy Gradient Oracles62 cited
  • 2015(Nearly) optimal differentially private stochastic multi-arm bandits49 cited
  • 2018A Virtual-Queue-Based Algorithm for Constrained Online Convex Optimization With Applications to Data Center Resource Allocation49 cited