SupSplitLog achieves Õ(√(dT)) regret for logistic bandits without context diversity assumptions by splitting samples for an initial estimator and Newton correction, and can adapt to data-dependent bounds.
Junghyun Lee, Se-Young Yun, and Kwang-Sung Jun
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Logistic Bandits with $\tilde{O}(\sqrt{dT})$ Regret without Context Diversity Assumptions
SupSplitLog achieves Õ(√(dT)) regret for logistic bandits without context diversity assumptions by splitting samples for an initial estimator and Newton correction, and can adapt to data-dependent bounds.