Regret Lower Bound and Optimal Algorithm for High-Dimensional Contextual Linear Bandit.
Ke LiYun YangNaveen N. NarisettyPublished in: CoRR (2021)
Keyphrases
- search algorithm
- search space
- regret bounds
- worst case
- lower bound
- branch and bound
- optimal solution
- dynamic programming
- competitive ratio
- high dimensional
- np hard
- upper bound
- cost function
- objective function
- computational complexity
- constant factor
- k means
- optimal cost
- piecewise linear
- multi armed bandit
- lower and upper bounds
- linear regression
- single machine
- convergence rate
- detection algorithm
- expectation maximization
- combinatorial optimization
- linear programming
- minimum error
- polynomial approximation
- least squares