Bandit Convex Optimization PGMO Lecture 1











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Lectures on Bandit Convex Optimization by Sebastien Bubeck for the Gaspard Monge Program in Optimization https://www.fondation-hadamard.fr/en/... • Lecture 1: • Introduction to regret analysis • Basic multiplicative weights intuition and analysis • Game theoretic/Information theoretic approach to regret analysis (both with ``full information and ``bandit feedback )

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