Showing stat.MLShow all
2 papers · 1 filter
stat.ML2025
Linear Bandits on Ellipsoids: Minimax Optimal Algorithms
Raymond Zhang, Hedi Hadiji, Richard Combes
We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel infor…
stat.ML2019
Polynomial Cost of Adaptation for X -Armed Bandits
Hédi Hadiji
In the context of stochastic continuum-armed bandits, we present an algorithm that adapts to the unknown smoothness of the objective function. We exhibit and compute a polynomial c…