Optimal and Efficient Online Inverse Optimization
In online inverse linear optimization, a learner recommends an action and then observes the choice of an expert who maximizes a fixed, unknown linear objective on $\mathbb{R}^{d}$; the goal is to learn to optimize this objective without observing it. Sakaue recently obtained the optimal regret $O(\sqrt d)$ with a rando...
Anupam Gupta, Guru Guruganesh, Hong-Hao Lin et al.
· 0 citations