An Asymptotically Optimal Primal-Dual Incremental Algorithm for Contextual Linear Bandits

Andrea Tirinzoni, Matteo Pirotta, Marcello Restelli, Alessandro Lazaric. An Asymptotically Optimal Primal-Dual Incremental Algorithm for Contextual 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

Abstract is missing.