Web: http://arxiv.org/abs/2106.05378

June 20, 2022, 1:11 a.m. | Ahmadreza Moradipari, Berkay Turan, Yasin Abbasi-Yadkori, Mahnoosh Alizadeh, Mohammad Ghavamzadeh

cs.LG updates on arXiv.org arxiv.org

We study two model selection settings in stochastic linear bandits (LB). In
the first setting, which we refer to as feature selection, the expected reward
of the LB problem is in the linear span of at least one of $M$ feature maps
(models). In the second setting, the reward parameter of the LB problem is
arbitrarily selected from $M$ models represented as (possibly) overlapping
balls in $\mathbb R^d$. However, the agent only has access to misspecified
models, i.e.,~estimates of the …

arxiv feature lg linear stochastic

More from arxiv.org / cs.LG updates on arXiv.org

Machine Learning Researcher - Saalfeld Lab

@ Howard Hughes Medical Institute - Chevy Chase, MD | Ashburn, Virginia

Project Director, Machine Learning in US Health

@ ideas42.org | Remote, US

Data Science Intern

@ NannyML | Remote

Machine Learning Engineer NLP/Speech

@ Play.ht | Remote

Research Scientist, 3D Reconstruction

@ Yembo | Remote, US

Clinical Assistant or Associate Professor of Management Science and Systems

@ University at Buffalo | Buffalo, NY