Optimal regret algorithm for Pseudo-1d Bandit Convex Optimization
Authors: Aadirupa Saha, Nagarajan Natarajan, Praneeth Netrapalli, Prateek Jain
ICML 2021 | Conference PDF | Archive PDF | Plain Text | LLM Run Details
| Reproducibility Variable | Result | LLM Response |
|---|---|---|
| Research Type | Experimental | We present simulations in Section 5 that demonstrate the regret bounds on simple synthetic problems. |
| Researcher Affiliation | Industry | 1Microsoft Research, New York City 2Microsoft Research, India 3The authors are currently at Google Research, India. |
| Pseudocode | Yes | Algorithm 1 OPTPBCO |
| Open Source Code | No | The paper does not provide any concrete access to source code for the methodology described. |
| Open Datasets | No | We present synthetic experiments that showcase the regret bounds established in Section 4. We work with a linear gt for all the experiments. We fix W = Bd(1), context vectors from { xt 2 1}, and the two loss functions (a) ft(w) = ( w, xt y t )2 where y t = w , xt , for a fixed w Bd(1), and (b) ft(w) = | w, xt y t |. |
| Dataset Splits | No | The paper describes generating synthetic data and averaging over '50 problem instances' but does not specify training, validation, or test dataset splits. |
| Hardware Specification | No | The paper mentions running simulations but does not provide specific hardware details such as GPU/CPU models or memory. |
| Software Dependencies | No | The paper does not list specific software dependencies with version numbers used for the experiments. |
| Experiment Setup | Yes | We work with a linear gt for all the experiments. We fix W = Bd(1), context vectors from { xt 2 1}, and the two loss functions (a) ft(w) = ( w, xt y t )2 where y t = w , xt , for a fixed w Bd(1), and (b) ft(w) = | w, xt y t |. Additionally, Algorithm 1 specifies parameters: 'Run Kernelized Exponential Weights for PBCO (Algorithm 2) with η = d log(L T) / BT' and 'Run Online Gradient Descent for PBCO (Algorithm 3) with η = W δ / DC T , δ = W DC / 3L 1/2 , α = δ, and T'. |