Projection-Free Bandit Convex Optimization

18 May 2018Lin ChenMingrui ZhangAmin Karbasi

In this paper, we propose the first computationally efficient projection-free algorithm for bandit convex optimization (BCO). We show that our algorithm achieves a sublinear regret of $O(nT^{4/5})$ (where $T$ is the horizon and $n$ is the dimension) for any bounded convex functions with uniformly bounded gradients... (read more)

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