Open Problem: Tight Bounds for Kernelized Multi-Armed Bandits with Bernoulli Rewards

Marco Mussi, Simone Drago, Alberto Maria Metelli

We consider Kernelized Bandits (KBs) to optimize a function $f:\mathcal{X}\to [0,1]$ belonging to the Reproducing Kernel Hilbert Space (RKHS) ${\mathcal{H}}_k$. Mainstream…