Online Convex Optimization with Sublinear Noisy Probes

Simone Di Gregorio, Anupam Gupta, Stefano Leonardi +1

We study Online Convex Optimization (OCO) over a convex set $K\subseteq {\mathbb{R}}^d$, where in each round $t$ the learner selects $x_t\in K$ and then observes a convex loss $f_t:K\…