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stat.ML2026
Nonstationary Generalized Linear Bandits with Discounted Online Mirror Descent
Joongkyu Lee, Min-hwan Oh
We study nonstationary generalized linear bandits (GLBs), where the expected reward is modeled through a nonlinear link function with an unknown time-varying parameter. This framew…
stat.ML2026
Optimal Design for Multinomial Logit Model with Applications to Best Assortment Identification
Joongkyu Lee, Min-hwan Oh
We study optimal experimental design for multinomial logit (MNL) bandits, where an agent repeatedly selects a subset of items from a ground set of size and observes single-…