AISTATS 2020poster14 citations

An Optimal Algorithm for Bandit Convex Optimization with Strongly-Convex and Smooth Loss

Shinji Ito

Abstract

We consider non-stochastic bandit convex optimization with strongly-convex and smooth loss functions. For this problem, Hazan and Levy have proposed an algorithm with a regret bound of $\tilde{O}(d^{3/2} \sqrt{T})$ given access to an $O(d)$-self-concordant barrier over the feasible region, where $d$ and $T$ stand for the dimensionality of the feasible region and the number of rounds, respectively. However, there are no known efficient ways for constructing self-concordant barriers for general convex sets, and a $\tilde{O}(\sqrt{d})$ gap has remained between the upper and lower bounds, as the known regret lower bound is $\Omega(d\sqrt{T})$. Our study resolves these two issues by introducing an algorithm that achieves an optimal regret bound of $\tilde{O}(d \sqrt{T})$ under a mild assumption, without self-concordant barriers. More precisely, the algorithm requires only a membership oracle for the feasible region, and it achieves an optimal regret bound of $\tilde{O}(d\sqrt{T})$ under the assumption that the optimal solution is an interior of the feasible region. Even without this assumption, our algorithm achieves $\tilde{O}(d^{3/2}\sqrt{T})$-regret.

BibTeX
@InProceedings{pmlr-v108-ito20a,
  title = 	 {An Optimal Algorithm for Bandit Convex Optimization with Strongly-Convex and Smooth Loss},
  author =       {Ito, Shinji},
  booktitle = 	 {Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics},
  pages = 	 {2229--2239},
  year = 	 {2020},
  editor = 	 {Chiappa, Silvia and Calandra, Roberto},
  volume = 	 {108},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {26--28 Aug},
  publisher =    {PMLR},
  pdf = 	 {http://proceedings.mlr.press/v108/ito20a/ito20a.pdf},
  url = 	 {https://proceedings.mlr.press/v108/ito20a.html},
  abstract = 	 {We consider non-stochastic bandit convex optimization with strongly-convex and smooth loss functions. For this problem, Hazan and Levy have proposed an algorithm with a regret bound of $\tilde{O}(d^{3/2} \sqrt{T})$ given access to an $O(d)$-self-concordant barrier over the feasible region, where $d$ and $T$ stand for the dimensionality of the feasible region and the number of rounds, respectively. However, there are no known efficient ways for constructing self-concordant barriers for general convex sets, and a $\tilde{O}(\sqrt{d})$ gap has remained between the upper and lower bounds, as the known regret lower bound is $\Omega(d\sqrt{T})$. Our study resolves these two issues by introducing an algorithm that achieves an optimal regret bound of $\tilde{O}(d \sqrt{T})$ under a mild assumption, without self-concordant barriers. More precisely, the algorithm requires only a membership oracle for the feasible region, and it achieves an optimal regret bound of $\tilde{O}(d\sqrt{T})$ under the assumption that the optimal solution is an interior of the feasible region. Even without this assumption, our algorithm achieves $\tilde{O}(d^{3/2}\sqrt{T})$-regret.}
}
An Optimal Algorithm for Bandit Convex Optimization with Strongly-Convex and Smooth Loss · AISTATS 2020