We propose a novel loss function called Energy Discrepancy (ED) which does not rely on the computation of scores or expensive Markov chain Monte Carlo.
We present improved algorithms with worst-case regret guarantees for the stochastic linear bandit problem. The widely used "optimism in the face of uncertainty"
This paper delves into stochastic optimization problems that involve Markovian noise. We present a unified approach for the theoretical analysis of first-order gradient methods for stochastic optimization and variational inequalities.