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Fast Rates for Bandit Optimization with Upper-Confidence Frank-Wolfe

Neural Information Processing Systems

We consider the problem of bandit optimization, inspired by stochastic optimization and online learning problems with bandit feedback. In this problem, the objective is to minimize a global loss function of all the actions, not necessarily a cumulative loss. This framework allows us to study a very general class of problems, with applications in statistics, machine learning, and other fields. To solve this problem, we analyze the Upper-Confidence Frank-Wolfe algorithm, inspired by techniques for bandits and convex optimization. We give theoretical guarantees for the performance of this algorithm over various classes of functions, and discuss the optimality of these results.


The Download: the secrets of vitamin D, and an AI party in Africa

MIT Technology Review

Plus: Google's new image generator has extremely loose guardrails We're learning more about what vitamin D does to our bodies At a checkup a few years ago, a doctor told me I was deficient in vitamin D. But he wouldn't write me a prescription for supplements, simply because, as he put it, everyone in the UK is deficient. Putting the entire population on vitamin D supplements would be too expensive for the country's national health service, he told me. But supplementation--whether covered by a health-care provider or not--can be important. As those of us living in the Northern Hemisphere spend fewer of our waking hours in sunlight, let's consider the importance of vitamin D. Read the full story . This article first appeared in The Checkup, MIT Technology Review's weekly biotech newsletter. Here's why we don't have a cold vaccine.