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  • title: Optimal Gradient-based Algorithms for Non-concave Bandit Optimization
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            Optimal Gradient-based Algorithms for Non-concave Bandit Optimization
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            Optimal Gradient-based Algorithms for Non-concave Bandit Optimization

            Dec 6, 2021

            Speakers

            QL

            Qi Lei

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            BH

            Baihe Huang

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            KH

            Kaixuan Huang

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            About

            Much work has considered multi-armed bandit problems under linear (or kernelized) assumptions on the underlying reward function. This work considers bandit problems where the unknown underlying reward function is structured polynomials, including a two-layer neural network with polynomial activations and a low-rank generalized linear bandit problem.For the low-rank generalized linear bandit problem, we provide a minimax optimal algorithm in the dimension, refuting the conjectures in Jun et al (2…

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            NeurIPS 2021

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