Adaptive algorithms and data-dependent guarantees for bandit convex optimization

Mehryar Mohri, Scott Yang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We present adaptive algorithms with strong datadependent regret guarantees for the problem of bandit convex optimization. In the process, we develop a general framework from which the main previous results in this setting can be recovered. The key method is the introduction of adaptive regularization. By appropriately adapting the exploration scheme, we show that one can derive regret guarantees that can be significantly more favorable than those previously known. Moreover, our analysis also modularizes the problematic quantities in achieving the conjectured minimax optimal rates in the most general setting of the problem.

Original languageEnglish (US)
Title of host publication32nd Conference on Uncertainty in Artificial Intelligence 2016, UAI 2016
EditorsDominik Janzing, Alexander Ihler
PublisherAssociation For Uncertainty in Artificial Intelligence (AUAI)
Pages815-824
Number of pages10
ISBN (Electronic)9781510827806
StatePublished - 2016
Event32nd Conference on Uncertainty in Artificial Intelligence 2016, UAI 2016 - Jersey City, United States
Duration: Jun 25 2016Jun 29 2016

Publication series

Name32nd Conference on Uncertainty in Artificial Intelligence 2016, UAI 2016

Other

Other32nd Conference on Uncertainty in Artificial Intelligence 2016, UAI 2016
CountryUnited States
CityJersey City
Period6/25/166/29/16

ASJC Scopus subject areas

  • Artificial Intelligence

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