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stat.ML2025
Tractable Instances of Bilinear Maximization: Implementing LinUCB on Ellipsoids
Raymond Zhang, Hédi Hadiji, Richard Combes
We consider the maximization of over , with convex and an ellipsoid. This…
stat.ML2025
Linear Bandits on Ellipsoids: Minimax Optimal Algorithms
Raymond Zhang, Hedi Hadiji, Richard Combes
We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel infor…
stat.ML2024
Diversity-Preserving K-Armed Bandits, Revisited
Hédi Hadiji, Sébastien Gerchinovitz, Jean-Michel Loubes +1
We consider the bandit-based framework for diversity-preserving recommendations introduced by Celis et al. (2019), who approached it in the case of a polytope mainly by a reduction…