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Nov, 2020
高维稀疏线性赌博机
High-Dimensional Sparse Linear Bandits
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Botao Hao, Tor Lattimore, Mengdi Wang
TL;DR
研究高维稀疏特征的随机线性臂模型中，在数据匮乏的情况下，特征向量遵守固定的探测分布，通过探索然后提交算法，得到了 $Ω(n^{2/3})$ 的无维度极小遗憾下界和 $Θ(n^{2/3})$ 的上界。
Abstract
stochastic linear bandits
with high-dimensional
sparse features
are a practical model for a variety of domains, including personalized medicine and online advertising. We derive a novel $\Omega(n^{2/3})$
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