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OSOM: A simultaneously optimal algorithm for multi-armed and linear contextual bandits

Niladri S. Chatterji, Vidya Muthukumar, Peter L. Bartlett. OSOM: A simultaneously optimal algorithm for multi-armed and linear contextual bandits. In Silvia Chiappa, Roberto Calandra, editors, The 23rd International Conference on Artificial Intelligence and Statistics, AISTATS 2020, 26-28 August 2020, Online [Palermo, Sicily, Italy]. Volume 108 of Proceedings of Machine Learning Research, pages 1844-1854, PMLR, 2020. [doi]

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Niladri S. Chatterji

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Vidya Muthukumar

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Peter L. Bartlett

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