# Derivative-Free & Order-Robust Optimisation

arXiv: https://arxiv.org/abs/1910.04034 · HTML: https://mlsanity.com/paper/1910.04034/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 9 Oct 2019.

## Built on by (most cited first, 1 of 1)

- [Efficient Semi-Implicit Variational Inference](https://mlsanity.com/paper/2101.06070/) (2021)

## Abstract (arXiv)

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.