Online Newton Method for Bandit Convex Optimisation
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Abstract (arXiv)
We introduce a computationally efficient algorithm for zeroth-order bandit convex optimisation and prove that in the adversarial setting its regret is at most d3.5 √n polylog(n, d) with high probability where d is the dimension and n is the time horizon. In the stochastic setting the bound improves to M d2 √n polylog(n, d) where M ∈ [d-1/2, d-1 / 4] is a constant that depends on the geometry of the constraint set and the desired computational properties.
Key facts. Cited by 11 papers in the map (data through 7 Oct 2026). Builds on 7 of its 30 references that are in the map. First posted on arXiv 10 Jun 2024.
Builds on
7 of 30 references.
References · 7
- 2016Kernel-based methods for bandit convex optimizationcited by 63
- 2018The Many Faces of Exponential Weights in Online Learningcited by 33
- 2020Improved Regret for Zeroth-Order Adversarial Bandit Convex Optimisationcited by 33
- 2021Efficient Projection-Free Online Convex Optimization with Membership Oraclecited by 29
- 2016An optimal algorithm for bandit convex optimizationcited by 20
- 2024Bandit Convex Optimisationcited by 18
- 2023A Second-Order Method for Stochastic Bandit Convex Optimisationcited by 10
Built on by
Citing papers per year: 2024: 2; 2025: 4; 2026: 5.
11 papers.
- 2024Online Convex Optimization with a Separation Oraclecited by 7
- 2026Improved Dimension Dependence for Bandit Convex Optimization with Gradient Variationscited by 5
- 2024A simple and improved algorithm for noisy, convex, zeroth-order optimisationcited by 1
- 2025Non-stationary Bandit Convex Optimization: A Comprehensive Studycited by 1
- 2026The Price of Hidden Curvature: Improved Lower Bounds for Bandit Convex Optimizationcited by 1
- 2026Online Convex Optimization with Dueling Feedbackcited by 1
- 2025A Regularized Online Newton Method for Stochastic Convex Bandits with Linear Vanishing Noisecited by 0
- 2025Gradient-free stochastic optimization for additive modelscited by 0
- 2025Online Episodic Convex Reinforcement Learningcited by 0
- 2026Sharp Optimal Algorithm for Derivative-Free Stochastic Convex Optimization in One Dimensioncited by 0
- 2026Beyond Peak Backlog: Conditional Energy and Temporal Geometry in Capacity-Constrained Delayed Bandit Optimizationcited by 0
- 2026Beyond Peak Backlog: Conditional Energy and Temporal Geometry in Capacity-Constrained Delayed Bandit Optimization17 Aug 2026
- 2026Online Convex Optimization with Dueling Feedback15 Aug 2026
- 2026The Price of Hidden Curvature: Improved Lower Bounds for Bandit Convex Optimization21 Jul 2026
- 2026Sharp Optimal Algorithm for Derivative-Free Stochastic Convex Optimization in One Dimension14 Jul 2026
- 2026Improved Dimension Dependence for Bandit Convex Optimization with Gradient Variations4 Feb 2026
- 2025Non-stationary Bandit Convex Optimization: A Comprehensive Study3 Jun 2025
- 2025Online Episodic Convex Reinforcement Learning12 May 2025
- 2025Gradient-free stochastic optimization for additive models3 Mar 2025
- 2025A Regularized Online Newton Method for Stochastic Convex Bandits with Linear Vanishing Noise19 Jan 2025
- 2024Online Convex Optimization with a Separation Oracle3 Oct 2024
- 2024A simple and improved algorithm for noisy, convex, zeroth-order optimisation26 Jun 2024