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fix documentations for VROOM #6
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WilliamLwj committed Jun 17, 2023
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27 changes: 14 additions & 13 deletions docs/source/features/algorithms/VROOM/VROOM.rst
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Expand Up @@ -5,26 +5,27 @@ Introduction
------------
`paper <https://proceedings.mlr.press/v108/ammar20a/ammar20a.pdf>`_, `code <https://github.com/WilliamLwj/PyXAB/blob/main/PyXAB/algos/VROOM.py>`_

In this paper, we formalise order-robust optimisation as an instance of online learning minimising simple regret,
**Title:** Derivative-Free & Order-Robust Optimisation

**Authors:** Victor Gabillon, Rasul Tutunov, Michal Valko, Haitham Bou Ammar

**Abstract:** 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.

.. image:: VROOM.png


Algorithm Parameters
--------------------
* n: int
The total number of rounds (budget)
* h_max: int
The maximum depth of the partition
* b: float
The parameter that measures the variation of the function
* f_max: float
An upper bound of the objective function
* domain: list(list)
The domain of the objective to be optimized
* partition:
The partition choice of the algorithm
* `n: int`- The total number of rounds (budget)
* `h_max: int` - The maximum depth of the partition
* `b: float` - The parameter that measures the variation of the function
* `f_max: float` - An upper bound of the objective function
* `domain: list(list)`- The domain of the objective to be optimized
* `partition` - The partition choice of the algorithm

Usage Example
-------------
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