2 papers
stat.ML2019
Nearly Minimax-Optimal Regret for Linearly Parameterized Bandits
Yingkai Li, Yining Wang, Yuan Zhou
We study the linear contextual bandit problem with finite action sets. When the problem dimension is , the time horizon is , and there are candidate actions…
stat.ML2018
Optimization of Smooth Functions with Noisy Observations: Local Minimax Rates
Yining Wang, Sivaraman Balakrishnan, Aarti Singh
We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the u…