diff --git a/docs/source/features/algorithms/VROOM/VROOM.png b/docs/source/features/algorithms/VROOM/VROOM.png new file mode 100644 index 0000000..56c287b Binary files /dev/null and b/docs/source/features/algorithms/VROOM/VROOM.png differ diff --git a/docs/source/features/algorithms/VROOM/VROOM.rst b/docs/source/features/algorithms/VROOM/VROOM.rst index a0668d2..51cd9fb 100644 --- a/docs/source/features/algorithms/VROOM/VROOM.rst +++ b/docs/source/features/algorithms/VROOM/VROOM.rst @@ -5,26 +5,27 @@ Introduction ------------ `paper `_, `code `_ -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 -------------