Stochastic Approximation for Expensive One-Bit Feedback Systems
نویسندگان
چکیده
منابع مشابه
Supplementary Material: Online Stochastic Linear Optimization under One-bit Feedback
A. More Strategies for Efficient Implementations Enlarging the Confidence region For a positive definite matrix A ∈ Rd×d, we define ‖x‖1,A = ‖Ax‖1. When studying SLB, Dani et al. (2008) propose to enlarge the confidence region from Ct+1 = { w : ‖w −wt+1‖Zt+1 ≤ √ γt+1 } to C̃t+1 = { w : ‖w −wt+1‖1,Zt+1 ≤ √ dγt+1 } such that the computational cost could be reduced. This idea can be direct incorpor...
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ژورنال
عنوان ژورنال: Tsinghua Science and Technology
سال: 2017
ISSN: 1007-0214
DOI: 10.23919/tst.2017.7914203