Accelerated Rates between Stochastic and Adversarial Online Convex Optimization

no code implementations • 6 Mar 2023 • Sarah Sachs, Hedi Hadiji, Tim van Erven, Cristobal Guzman

In the fully adversarial case our bounds gracefully deteriorate to match the minimax regret.

Polynomial Cost of Adaptation for X-Armed Bandits

no code implementations • NeurIPS 2019 • Hedi Hadiji

In the context of stochastic continuum-armed bandits, we present an algorithm that adapts to the unknown smoothness of the objective function.