Corpus ID: 220364464

Linear Bandits with Limited Adaptivity and Learning Distributional Optimal Design

@article{Ruan2020LinearBW,
  title={Linear Bandits with Limited Adaptivity and Learning Distributional Optimal Design},
  author={Yufei Ruan and Jiaqi Yang and Y. Zhou},
  journal={ArXiv},
  year={2020},
  volume={abs/2007.01980}
}
  • Yufei Ruan, Jiaqi Yang, Y. Zhou
  • Published 2020
  • Computer Science, Mathematics
  • ArXiv
  • Motivated by practical needs such as large-scale learning, we study the impact of adaptivity constraints to linear contextual bandits, a central problem in online active learning. We consider two popular limited adaptivity models in literature: batch learning and rare policy switches. We show that, when the context vectors are adversarially chosen in $d$-dimensional linear contextual bandits, the learner needs $O(d \log d \log T)$ policy switches to achieve the minimax-optimal regret, and this… CONTINUE READING
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