Smooth Contextual Bandits: Bridging the Parametric and Nondifferentiable Regret Regimes

Yichun Hu, Nathan Kallus, Xiaojie Mao. Smooth Contextual Bandits: Bridging the Parametric and Nondifferentiable Regret Regimes. Operations Research, 70(6):3261-3281, November 2022. [doi]

@article{HuKM22-1,
  title = {Smooth Contextual Bandits: Bridging the Parametric and Nondifferentiable Regret Regimes},
  author = {Yichun Hu and Nathan Kallus and Xiaojie Mao},
  year = {2022},
  month = {November},
  doi = {10.1287/opre.2021.2237},
  url = {https://doi.org/10.1287/opre.2021.2237},
  researchr = {https://researchr.org/publication/HuKM22-1},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {70},
  number = {6},
  pages = {3261-3281},
}