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Derivative-free & order-robust optimisation

Michal Valko


In this paper, we formalise order-robust optimisation as an instance of online learning minimising simple regret, and propose VROOM, a zeroth order optimisation algorithm capable of achieving vanishing regret in non-stationary environments, while recovering favorable rates under stochastic reward-generating processes. Our results are the first to target simple regret definitions in adversarial scenarios unveiling a challenge that has been rarely considered in prior work.
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Dates and versions

hal-03288939 , version 1 (16-07-2021)


  • HAL Id : hal-03288939 , version 1


Victor Gabillon, Rasul Tutunov, Michal Valko, Haitham Bou Ammar. Derivative-free & order-robust optimisation. International Conference on Artificial Intelligence and Statistics, Aug 2020, Palermo / Virtual, Italy. ⟨hal-03288939⟩
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