Stochastic Convex Optimization with Bandit Feedback

DOI10.1137/110850827zbMath1270.90107arXiv1107.1744OpenAlexW2567882221MaRDI QIDQ5300524

Alekh Agarwal, Alexander Rakhlin, Dean P. Foster, Sham M. Kakade, Daniel Hsu

Publication date: 27 June 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.1744

zbMATH Keywords

derivative-free optimizationellipsoid methodbandit optimization

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) Learning and adaptive systems in artificial intelligence (68T05)

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