Regret lower bound and optimal algorithm for high-dimensional contextual linear bandit

DOI10.1214/21-EJS1909zbMath1493.62477arXiv2109.11612OpenAlexW3202768707MaRDI QIDQ2074307

Yun Yang, Ke Li, Naveen Naidu Narisetty

Publication date: 9 February 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.11612

zbMATH Keywords

minimax regretsparsityhigh-dimensionupper confidence boundcontextual linear bandit

Mathematics Subject Classification ID

Sequential statistical design (62L05)

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