Raymond Zhang

collaborators

3 papers

stat.ML2025

Tractable Instances of Bilinear Maximization: Implementing LinUCB on Ellipsoids

Raymond Zhang, HÃ©di Hadiji, Richard Combes

We consider the maximization of $x^{⊤} I^¸$ over $(x, I^¸) \in X \times I^$ , with $X \subset R^{d}$ convex and $I^ \subset R^{d}$ 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

Thompson Sampling For Combinatorial Bandits: Polynomial Regret and Mismatched Sampling Paradox

Raymond Zhang, Richard Combes

We consider Thompson Sampling (TS) for linear combinatorial semi-bandits and subgaussian rewards. We propose the first known TS whose finite-time regret does not scale exponentiall…