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Stochastic Linear Contextual Bandits with Diverse Contexts
[article]
2020
arXiv
pre-print
In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently diverse, the learner is able to utilize the information obtained during exploitation to shorten the exploration process, thus achieving reduced regret. We design the LinUCB-d algorithm, and propose a novel approach to analyze its regret performance. The main
arXiv:2003.02681v1
fatcat:e6qz5bqbqzf4hgzfoq4cli6lke