Lipschitz Bandit Optimization with Improved Efficiency

Understand

We consider the Lipschitz bandit optimization problem with an emphasis on practical efficiency.

• Although there is rich literature on regret analysis of this type of problem, e.g., [Kleinberg et al.
• 2008, Bubeck et al.
• 2011, Slivkins 2014], their proposed algorithms suffer from serious practical problems including extreme time complexity and dependence on oracle implementations.