Stochastic convex optimization with bandit feedback

Alekh Agarwal, Dean P. Foster, Daniel Hsu, Sham M. Kakade, Alexander Rakhlin. Stochastic convex optimization with bandit feedback. In John Shawe-Taylor, Richard S. Zemel, Peter L. Bartlett, Fernando C. N. Pereira, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011. Proceedings of a meeting held 12-14 December 2011, Granada, Spain. pages 1035-1043, 2011. [doi]

Abstract

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