Multi-armed linear bandits with latent biases

• Main Authors: Kang, Qiyu, Tay, Wee Peng, She, Rui, Wang, Sijie, Liu, Xiaoqian, Yang, Yuan-Rui
• 其他作者: School of Electrical and Electronic Engineering
• 格式: Article
• 語言: English
• 出版: 2024
• 主題: Computer and Information Science; Linear bandit; Multi-armed bandit
• 在線閱讀: https://hdl.handle.net/10356/175416

In a linear stochastic bandit model, each arm corresponds to a vector in Euclidean space, and the expected return observed at each time step is determined by an unknown linear function of the selected arm. This paper addresses the challenge of identifying the optimal arm in a linear stochastic bandi...