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Tor LATTIMORE (DeepMind London) – ” Improved Regret for Zeroth-Order Adversarial Bandit Convex Optimisation”

September 28, 2:00 pm - 3:15 pm

The Statistical Seminar: Every Monday at 2:00 pm.

Time: 2:00 pm – 3:15 pm
Date: 28th of september 2020
Place: Visio

Tor LATTIMORE (DeepMind London)Improved Regret for Zeroth-Order Adversarial Bandit Convex Optimisation

Abstract: I will explain recent advances in adversarial bandit convex optimisation, improving the best known minimax regret from O(d^(9.5) sqrt(n) log(n)^(7.5)) to O(d^(2.5) sqrt(n) log(n)) where d is the dimension and n is the number of interactions. The new analysis combines minimax duality with the information-theoretic Bayesian regret analysis by Russo and Van Roy as well as basic tools from asymptotic convex geometry.

A preprint of this work is available at https://arxiv.org/pdf/2006.00475.pdf.

Organizers:
Cristina BUTUCEA (CREST), Alexandre TSYBAKOV (CREST), Karim LOUNICI (CMAP) , Zoltan SZABO (CMAP)

Sponsors:
CREST-CMAP

 

Details

Date:
September 28
Time:
2:00 pm - 3:15 pm
Event Category:

Venue