arXiv Machine Learning By Mo\"ise Blanchard, Dmitrii Ostrovskii, Aadirupa Saha

Bandit PCA with Minimax Optimal Regret

Read the original on arXiv Machine Learning →

arXiv:2607. 10936v1 Announce Type: new Abstract: We study the bandit-feedback version of online principal component analysis (Bandit PCA): in each round $t = 1,\dots,T$, the adversary selects a $d \times d$ symmetric gain matrix $G_t$ with spectrum in $[0,1]$ and rank at most $r$; the learner simultaneously selects a unit vector $w_t \in S^{d-1}$ and receives the reward $w_t^\top G_t w_t$.

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