Geometric Resampling in Nearly Linear Time for Follow-the-Perturbed-Leader with Best-of-Both-Worlds Guarantee in Bandit Problems

Botao Chen; Jongyeong Lee; Junya Honda

2025 ICML ICML 2025

Geometric Resampling in Nearly Linear Time for Follow-the-Perturbed-Leader with Best-of-Both-Worlds Guarantee in Bandit Problems

Abstract

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🌉 Interdisciplinary Bridge - Artificial Intelligence and Mathematics & Optimization and Reinforcement Learning

Authors

Botao Chen, Jongyeong Lee, Junya Honda

Topics

Machine Learning > Optimization & Theory > Learning Theory Reinforcement Learning > Methods > Policy Learning Mathematics & Optimization > Optimization > Online Algorithms

Keywords

follow the perturbed leader regret bound geometric resampling loss estimation best-of-both-worlds guarantee conditional geometric resampling

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