Multi-scale exploration of convex functions and bandit convex optimization

Sébastien Bubeck, Ronen Eldan. Multi-scale exploration of convex functions and bandit convex optimization. In Vitaly Feldman, Alexander Rakhlin, Ohad Shamir, editors, Proceedings of the 29th Conference on Learning Theory, COLT 2016, New York, USA, June 23-26, 2016. Volume 49 of JMLR Workshop and Conference Proceedings, pages 583-589, JMLR.org, 2016. [doi]

Abstract

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