Showing 2025Show all
3 papers · 1 filter
cs.LG2025
High-probability zeroth-order online convex optimisation beyond Euclidean geometry
David Janz, El-Mahdi El-Mhamdi, Arya Akhavan
We study online convex optimisation with -Lipschitz losses, -regularised FTRL, and randomised two-point finite-difference gradient estimators based on cone-measure…
math.PR2025
Bernstein-type dimension-free concentration for self-normalised martingales
Arya Akhavan, Amitis Shidani, Alex Ayoub +1
We introduce a dimension-free Bernstein-type tail inequality for self-normalised martingales, where the normalisation uses the predictable quadratic variation and the radius depend…
cs.LG2025
When and why randomised exploration works (in linear bandits)
Marc Abeille, David Janz, Ciara Pike-Burke
We provide an approach for the analysis of randomised exploration algorithms like Thompson sampling that does not rely on forced optimism or posterior inflation. With this, we demo…