3 papers
cs.LG2025
UCB-type Algorithm for Budget-Constrained Expert Learning
Ilgam Latypov, Alexandra Suvorikova, Alexey Kroshnin +2
In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming en…
math.OC2024
Median Clipping for Zeroth-order Non-Smooth Convex Optimization and Multi-Armed Bandit Problem with Heavy-tailed Symmetric Noise
Nikita Kornilov, Yuriy Dorn, Aleksandr Lobanov +5
In this paper, we consider non-smooth convex optimization with a zeroth-order oracle corrupted by symmetric stochastic noise. Unlike the existing high-probability results requiring…
cs.LG2023
Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits
Yuriy Dorn, Nikita Kornilov, Nikolay Kutuzov +3
The Implicitly Normalized Forecaster (INF) algorithm is considered to be an optimal solution for adversarial multi-armed bandit (MAB) problems. However, most of the existing comple…