Kernel $\hat{I}\mu$-Greedy for Multi-Armed Bandits with Covariates

Sakshi Arya, Bharath K. Sriperumbudur

We consider the $\hat{I}\mu$-greedy strategy for the multi-arm bandit with covariates (MABC) problem, where the mean reward functions are assumed to lie in a reproducing kernel Hilbert spa…