Generalized Kernelized Bandits: A Novel Self-Normalized Bernstein-Like Dimension-Free Inequality and Regret Bounds

Alberto Maria Metelli, Simone Drago, Marco Mussi

We study the regret minimization problem in the novel setting of generalized kernelized bandits (GKBs), where we optimize an unknown function $f^{\ast }$ belonging to a reproducing kerne…