BOBW

Adaptive Learning Rates with Surrogate Probability for Follow-the-Perturbed-Leader

arXiv:2606.06043v1 Announce Type: cross Abstract: Follow-the-regularized-leader framework has shown effectiveness and flexibility in online learning problems, where the choice of learning rates are known to be crucial. Recently, adaptive learning rates defined in terms of the arm-selection probabilities, obtained by solving convex optimization, have achieved improved best-of-both-worlds (BOBW) guarantees in various bandit problems. In contrast, BOBW guarantees for its computationally...