The Price of Hidden Curvature: An (cid:101) Ω ( 𝑑 5 / 4 √ 𝑇 ) Lower Bound for Bandit Convex Optimization
This work establishes a (cid:101) Ω ( 𝑑 5 / 4 √ 𝑇 ) lower bound on the minimax expected regret of stochastic bandit convex optimization of 1-Lipschitz functions on the Euclidean ball, establishing that stochastic bandit convex optimization is fundamentally harder than linear bandits.