Bosch Center for Artificial Intelligence, Renningen, Germany; Technische Universität Darmstadt, Germany; Deutsches Forschungszentrum für Künstliche Intelligenz (DFKI), Germany; University of Southern Denmark, Odense, Denmark
Hamish Flynn, David Reeb, Melih Kandemir, Jan Peters
Linear bandits;confidence sequences;martingales;convex optimization;cumulative regret;regret analysis
Improved Algorithms for Stochastic Linear Bandits Using Tail Bounds for Martingale Mixtures