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Directional Optimism for Safe Linear Bandits
March 13, 2024, 4:43 a.m. | Spencer Hutchinson, Berkay Turan, Mahnoosh Alizadeh
cs.LG updates on arXiv.org arxiv.org
Abstract: The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due its applicability to many real-world settings, this problem has received considerable attention in recent years. By leveraging a novel approach that we call directional optimism, we find that it is possible to achieve improved regret guarantees for both well-separated problem instances and action sets that are finite …
abstract arxiv attention cs.lg linear novel optimism stochastic type uncertain world
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