Algorithms and matching lower bounds for s-sparse contextual bandits yield Õ((s/ε² + |A|/ε) log |Π|/δ) samples to output an ε-optimal policy.
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The Sample Complexity of Multiclass and Sparse Contextual Bandits
Algorithms and matching lower bounds for s-sparse contextual bandits yield Õ((s/ε² + |A|/ε) log |Π|/δ) samples to output an ε-optimal policy.