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most citedSparsity, variance and curvature in multi-armed bandits

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math.OC2020

Relative Lipschitzness in Extragradient Methods and a Direct Recipe for Acceleration

Michael B. Cohen, Aaron Sidford, Kevin Tian

We show that standard extragradient methods (i.e. mirror prox and dual extrapolation) recover optimal accelerated rates for first-order minimization of smooth convex functions. To…