An Empirical Process Approach to the Union Bound: Practical Algorithms for Combinatorial and Linear Bandits

Julian Katz-Samuels, Lalit Jain, Zohar Karnin, Kevin G. Jamieson. An Empirical Process Approach to the Union Bound: Practical Algorithms for Combinatorial and Linear Bandits. In Hugo Larochelle, Marc'Aurelio Ranzato, Raia Hadsell, Maria-Florina Balcan, Hsuan-Tien Lin, editors, Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, NeurIPS 2020, December 6-12, 2020, virtual. 2020. [doi]

Abstract

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