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cs.LG2021
Improved Variance-Aware Confidence Sets for Linear Bandits and Linear Mixture MDP
Zihan Zhang, Jiaqi Yang, Xiangyang Ji +1
This paper presents new \emph{variance-aware} confidence sets for linear bandits and linear mixture Markov Decision Processes (MDPs). With the new confidence sets, we obtain the fo…
cs.LG2020★ 4 cited
Impact of Representation Learning in Linear Bandits
Jiaqi Yang, Wei Hu, Jason D. Lee +1
We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play linear bandits with dimension concurrently, and these…