Regret Bounds for Generalized Linear Bandits under Parameter Drift.

Louis Faury Yoan Russac Marc Abeille Clément Calauzènes

Published in: CoRR (2021)

Keyphrases

regret bounds
generalized linear
multi armed bandit
online learning
lower bound
discriminant analysis
regression model
linear regression
exponential family
autoregressive
bregman divergences
upper bound
e learning
mutual information
missing values
linear predictors