Polynomial Cost of Adaptation for X -Armed Bandits
Hédi Hadiji
Laboratoire de Mathématiques d’Orsay
Université Paris-Sud, Orsay, France
hedi.hadiji@math.u-psud.fr
Abstract
In the context of stochastic continuum-armed bandits, we present an algorithm
that adapts to the unknown smoothness of the objective function. We exhibit
and compute a polynomial cost of adaptation to the Hlder regul ...


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