A modular reduction from budget-constrained contextual bandits with adversarial contexts to unconstrained bandits via surrogate rewards, yielding improved guarantees and an efficient algorithm based on SquareCB.
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A projection-based algorithm for COCO achieves O(log T) regret and O(log T) CCV for strongly convex losses and O(sqrt(T)) for convex losses by leveraging self-contracted curves.
Predictive Bayesian inference posteriors concentrate onto a forward-model-dependent quantity and produce miscalibrated credible sets unless the predictive model contains the true data-generating process.
The paper motivates stochastic optimization problems from statistical perspectives and describes offline and online approaches to solve expectation minimization problems.
citing papers explorer
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Constrained Contextual Bandits with Adversarial Contexts
A modular reduction from budget-constrained contextual bandits with adversarial contexts to unconstrained bandits via surrogate rewards, yielding improved guarantees and an efficient algorithm based on SquareCB.
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Improved Guarantees for Constrained Online Convex Optimization via Self-Contraction
A projection-based algorithm for COCO achieves O(log T) regret and O(log T) CCV for strongly convex losses and O(sqrt(T)) for convex losses by leveraging self-contracted curves.
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Concentration and Calibration in Predictive Bayesian Inference
Predictive Bayesian inference posteriors concentrate onto a forward-model-dependent quantity and produce miscalibrated credible sets unless the predictive model contains the true data-generating process.
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Stochastic Optimization and Data Science
The paper motivates stochastic optimization problems from statistical perspectives and describes offline and online approaches to solve expectation minimization problems.
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