Optimal Gradient-based Algorithms for Non-concave Bandit Optimization.
Baihe HuangKaixuan HuangSham M. KakadeJason D. LeeQi LeiRunzhe WangJiaqi YangPublished in: NeurIPS (2021)
Keyphrases
- approximately optimal
- orders of magnitude
- discrete optimization
- computationally efficient
- worst case
- theoretical analysis
- computational complexity
- learning algorithm
- computational cost
- optimization problems
- stochastic search
- optimization algorithm
- piecewise linear
- optimization methods
- times faster
- optimization approaches
- regret bounds
- combinatorial optimization
- optimality criterion
- matrix inversion
- data mining
- globally optimal
- global optimization
- data sets
- optimal solution
- linear programming
- significant improvement