Leveraging Initial Hints for Free in Stochastic Linear Bandits

  title={Leveraging Initial Hints for Free in Stochastic Linear Bandits},
  author={Ashok Cutkosky and Christoph Dann and Abhimanyu Das and Qiuyi Zhang},
We study the setting of optimizing with bandit feedback with additional prior knowledge provided to the learner in the form of an initial hint of the optimal action. We present a novel algorithm for stochastic linear bandits that uses this hint to improve its regret to Õ( √ T ) when the hint is accurate, while maintaining a minimax-optimal Õ(d √ T ) regret independent of the quality of the hint. Furthermore, we provide a Pareto frontier of tight tradeoffs between best-case and worstcase regret… 


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