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arxiv: 1902.07500 · v1 · pith:MHCF5QQNnew · submitted 2019-02-20 · 💻 cs.LG · stat.ML

A Note on Bounding Regret of the C²UCB Contextual Combinatorial Bandit

classification 💻 cs.LG stat.ML
keywords regretbanditboundingcombinatorialcontextualproofboundbounded
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We revisit the proof by Qin et al. (2014) of bounded regret of the C$^2$UCB contextual combinatorial bandit. We demonstrate an error in the proof of volumetric expansion of the moment matrix, used in upper bounding a function of context vector norms. We prove a relaxed inequality that yields the originally-stated regret bound.

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