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]

@inproceedings{ChatterjiMB20,
  title = {OSOM: A simultaneously optimal algorithm for multi-armed and linear contextual bandits},
  author = {Niladri S. Chatterji and Vidya Muthukumar and Peter L. Bartlett},
  year = {2020},
  url = {http://proceedings.mlr.press/v108/chatterji20b.html},
  researchr = {https://researchr.org/publication/ChatterjiMB20},
  cites = {0},
  citedby = {0},
  pages = {1844-1854},
  booktitle = {The 23rd International Conference on Artificial Intelligence and Statistics, AISTATS 2020, 26-28 August 2020, Online [Palermo, Sicily, Italy]},
  editor = {Silvia Chiappa and Roberto Calandra},
  volume = {108},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}