Stochastic convex optimization with bandit feedback.
Alekh AgarwalDean P. FosterDaniel J. HsuSham M. KakadeAlexander RakhlinPublished in: NIPS (2011)
Keyphrases
- convex optimization
- interior point methods
- low rank
- primal dual
- total variation
- convex formulation
- regret bounds
- convex relaxation
- convex optimization problems
- low rank matrix
- operator splitting
- convex constraints
- alternating direction method of multipliers
- approximation algorithms
- norm minimization
- semidefinite program