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• W3037091386 abstract "Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we investigate BCO in non-stationary environments and choose the emph{dynamic regret} as the performance measure, which is defined as the difference between the cumulative loss incurred by the algorithm and that of any feasible comparator sequence. Let $T$ be the time horizon and $P_T$ be the path-length of the comparator sequence that reflects the non-stationarity of environments. We propose a novel algorithm that achieves $O(T^{3/4}(1+P_T)^{1/2})$ and $O(T^{1/2}(1+P_T)^{1/2})$ dynamic regret respectively for the one-point and two-point feedback models. The latter result is optimal, matching the $Omega(T^{1/2}(1+P_T)^{1/2})$ lower bound established in this paper. Notably, our algorithm is more adaptive to non-stationary environments since it does not require prior knowledge of the path-length $P_T$ ahead of time, which is generally unknown." @default.
• W3037091386 created "2020-07-02" @default.
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• W3037091386 date "2020-06-03" @default.
• W3037091386 modified "2023-09-25" @default.
• W3037091386 title "Bandit Convex Optimization in Non-stationary Environments" @default.
• W3037091386 hasPublicationYear "2020" @default.
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