Université Paris-Saclay, CNRS, Laboratoire de mathématiques d’Orsay; Istituto Italiano di Tecnologia, CREST, ENSAE, IP Paris; CREST, ENSAE, IP Paris; Istituto Italiano di Tecnologia, University College London
Arya Akhavan, Evgenii Chzhen, Massimiliano Pontil, Alexandre Tsybakov
zero-order optimization;online learning
A gradient estimator via L1-randomization for online zero-order optimization with two point feedback