Optimal Gradient-Based Algorithms for Non-Concave Bandit Optimization

Optimal Gradient-Based Algorithms for Non-Concave Bandit Optimization

Simons Institute via YouTube Direct link

Our algorithm: noisy subspace iteration

10 of 19

10 of 19

Our algorithm: noisy subspace iteration

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Optimal Gradient-Based Algorithms for Non-Concave Bandit Optimization

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  1. 1 Intro
  2. 2 Bandit Problem
  3. 3 Our focus: beyond linearity and concavity
  4. 4 Problem li the Stochastic Bandit Eigenvector Problem
  5. 5 Some related work
  6. 6 Information theoretical understanding
  7. 7 Beyond cubic dimension dependence
  8. 8 Our methodnoisy power method
  9. 9 Problem i Stochastic Low-rank linear reward
  10. 10 Our algorithm: noisy subspace iteration
  11. 11 Regret comparisons: quadratic reward
  12. 12 Higher-order problems
  13. 13 Problem : Symmetric High-order Polynomial bandit
  14. 14 Problem IV: Asymmetric High-order Polynomial bandit
  15. 15 Lower bound: Optimal dependence on a
  16. 16 Overall Regret Comparisons
  17. 17 Extension to RL in simulator setting
  18. 18 Conclusions We find optimal regret for different types of reward function
  19. 19 Future directions

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