Stochastic Linear Bandits with Parameter Noise

Daniel Ezer, Alon Peled-Cohen, Yishay Mansour

We study the stochastic linear bandits with parameter noise model, in which the reward of action $a$ is $a^{\top }\hat{I}¸$ where $\hat{I}¸$ is sampled i.i.d. We show a regret upper bound of $\w…