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Optimal Regret for Single Index Bandits

stat.ML · 2026-05-10 · conditional · novelty 7.0

Single-index bandits have optimal regret of order T^{2/3} via a two-phase algorithm that estimates the index direction with a Stein estimator then applies UCB on a grid.

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  • Optimal Regret for Single Index Bandits stat.ML · 2026-05-10 · conditional · none · ref 22

    Single-index bandits have optimal regret of order T^{2/3} via a two-phase algorithm that estimates the index direction with a Stein estimator then applies UCB on a grid.