Impact of Representation Learning in Linear Bandits

international conference on learning representations, 2020.

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We show representation learning provably improves multi-task linear bandits.

Abstract:

We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play T linear bandits with dimension d concurrently, and these T bandit tasks share a common k(≪d) dimensional linear representation. For the finite-action setting, we present a new algorithm which achieves O~(TkN+dkNT) regret...More

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