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Meta-LinEXP3: Online-within-Online Learning for Adversarial Linear Contextual Bandits

Li, Hao et al.
arXiv (OAI Expanded) · Papers
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machine-learningoptimization-and-control
Meta-learning has emerged as an effective paradigm for transferring knowledge across sequential bandit tasks. While substantial progress has been made for stochastic bandits and non-contextual adversarial bandits, meta-learning for adversarial linear contextual bandits (ALCBs) with random action set
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