Regret Bounds for Noise-Free Kernel-Based Bandits
Machine Learning
2022-06-27 v2 Machine Learning
Abstract
Kernel-based bandit is an extensively studied black-box optimization problem, in which the objective function is assumed to live in a known reproducing kernel Hilbert space. While nearly optimal regret bounds (up to logarithmic factors) are established in the noisy setting, surprisingly, less is known about the noise-free setting (when the exact values of the underlying function is accessible without observation noise). We discuss several upper bounds on regret; none of which seem order optimal, and provide a conjecture on the order optimal regret bound.
Keywords
Cite
@article{arxiv.2002.05096,
title = {Regret Bounds for Noise-Free Kernel-Based Bandits},
author = {Sattar Vakili},
journal= {arXiv preprint arXiv:2002.05096},
year = {2022}
}
Comments
Conference on Learning Theory (COLT) 2022