Achieving Near Instance-Optimality and Minimax-Optimality in Stochastic and Adversarial Linear Bandits Simultaneously

Chung-wei Lee, Haipeng Luo, Chen-Yu Wei, Mengxiao Zhang, Xiaojin Zhang 0002. Achieving Near Instance-Optimality and Minimax-Optimality in Stochastic and Adversarial Linear Bandits Simultaneously. In Marina Meila, Tong Zhang 0001, editors, Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event. Volume 139 of Proceedings of Machine Learning Research, pages 6142-6151, PMLR, 2021. [doi]

Abstract

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