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Daily Arxiv

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Adversarial bandit optimization for approximately linear functions

Created by
  • Haebom

Author

Zhuoyu Cheng, Kohei Hatano, Eiji Takimoto

Outline

This paper deals with the bandit optimization problem for nonconvex non-smooth functions. In each trial, the loss function consists of a linear function plus a small random perturbation chosen after observing the player's choices. The paper presents expected value and high-probability regret upper bounds for this problem. The results imply improved high-probability regret upper bounds for bandit linear optimization, a special case of no perturbation. It also presents lower bounds on expected value regret.

Takeaways, Limitations

Takeaways: Provides upper bounds on expected value and high-probability regret for bandit optimization problems on nonconvex non-smooth functions to enhance theoretical understanding. Improves existing results on bandit linear optimization problems. Provides lower bounds on expected value regret to identify theoretical limits on algorithm performance.
Limitations: Analysis of the actual performance and computational complexity of the proposed algorithm is lacking. There may be constraints on the size and distribution of perturbations, and further analysis of the impact of these constraints is needed. Application and verification in real-world applications are lacking.
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