2 papers
cs.LG2025
An Improved Algorithm for Adversarial Linear Contextual Bandits via Reduction
Tim van Erven, Jack Mayo, Julia Olkhovskaya +1
We present an oracle-efficient, near-optimal algorithm for linear contextual bandits with adversarial losses and stochastic action sets, only requiring a linear optimization oracle…
math.OC2024
Online Newton Method for Bandit Convex Optimisation
Hidde Fokkema, Dirk van der Hoeven, Tor Lattimore +1
We introduce a computationally efficient algorithm for zeroth-order bandit convex optimisation and prove that in the adversarial setting its regret is at most $d^{3.5} \sqrt{n} \ma…