2 papers
cs.LG2026
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.OC2025
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…