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cs.LG2022
Nested bandits
Matthieu Martin, Panayotis Mertikopoulos, Thibaud Rahier +1
In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply…
cs.LG2022
Efficient Kernel UCB for Contextual Bandits
Houssam Zenati, Alberto Bietti, Eustache Diemert +3
In this paper, we tackle the computational efficiency of kernelized UCB algorithms in contextual bandits. While standard methods require a O(CT^3) complexity where T is the horizon…