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arXiv 1910.04034cs.LGstat.ML
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无导数和阶稳健优化

Derivative-Free & Order-Robust Optimisation

Huawei R&D UK(华为英国研发中心);Inria Lille-Nord Europe(法国国家信息与自动化研究所里尔-北欧中心)

Victor Gabillon, Rasul Tutunov, Michal Valko, Haitham Bou Ammar

摘要:

在本文中,我们正式订单鲁棒优化的在线学习最小化简单的遗憾的一个例子,并提出Vroom,零阶优化算法能够实现消失的遗憾在非平稳环境中,同时恢复有利的利率随机奖励生成过程。我们的研究结果是第一个针对对抗场景中简单的后悔定义的,揭示了一个在以前的工作中很少考虑的挑战。

英文摘要:

In this paper, we formalise order-robust optimisation as an instance of online learning minimising simple regret, and propose Vroom, a zero'th order optimisation algorithm capable of achieving vanishing regret in non-stationary environments, while recovering favorable rates under stochastic reward-generating processes. Our results are the first to target simple regret definitions in adversarial scenarios unveiling a challenge that has been rarely considered in prior work.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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