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On the Complexity of Bandit and Derivative-Free Stochastic Convex Optimization
Bandit Derivative-Free Stochastic Convex Optimization
2012/11/23
The problem of stochastic convex optimization with bandit feedback (in the learning community) or without knowledge of gradients (in the optimization community) has received much attention in recent y...
Query Complexity of Derivative-Free Optimization
Derivative-Free Optimization Query Complexity
2012/11/22
This paper provides lower bounds on the convergence rate of Derivative Free Optimization (DFO) with noisy function evaluations, exposing a fundamental and unavoidable gap between the performance of al...