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On the Minimax Regret for Linear Bandits in a wide variety of Action Spaces

As noted in the works of \cite{lattimore2020bandit}, it has been mentioned that it is an open problem to characterize the minimax regret of linear bandits in a wide variety of action spaces. In this article we present an optimal regret lower bound for a wide class of convex action spaces.

preprint2023arXivOpen access
Debangshu BanerjeeAditya Gopalan
Machine Learning
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Open access2 authors1 topic
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Debangshu BanerjeeAditya Gopalan

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