arXiv Machine Learning By Haonan Xu, Yingying Li

Stochastic Linear Contextual Bandits with Bounded Noise: A Set-Membership Approach

Read the original on arXiv Machine Learning →

arXiv:2606. 20022v1 Announce Type: cross Abstract: This paper considers stochastic linear contextual bandits (SLCB) with bounded reward noise.

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arXiv Machine Learning
Jun 30

Randomized Exploration for Linear Bandits via Absolute Perturbations

arXiv:2606. 28616v1 Announce Type: new Abstract: In stochastic linear bandits, the canonical Upper Confidence Bound (UCB) algorithm admits a simple frequentist regret analysis but can be computationally demanding, while Thompson Sampling (TS) is computationally attractive yet typically harder to analyze due to its non-optimistic nature.

By Toshinori Kitamura, Shuai Liu, Csaba Szepesv\'ari