Polynomial Cost of Adaptation for X -Armed Bandits

                      Hédi Hadiji
                Laboratoire de Mathématiques d’Orsay
                Université Paris-Sud, Orsay, France
                 hedi.hadiji@math.u-psud.fr

                       Abstract
     In the context of stochastic continuum-armed bandits, we present an algorithm
     that adapts to the unknown smoothness of the objective function. We exhibit
     and compute a polynomial cost of adaptation to the Hlder regul ...