Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection

Mathematics

• Stochastics 100%
• Feature Subset Selection 100%
• Action Space 100%
• Regression Model 50%
• Linear Models 50%
• Probability Theory 50%
• Numerical Experiment 50%
• Minimax 50%
• Supplementary Material 50%
• Covariate 50%

Keyphrases

• Small Action 100%
• Linear Bandits 100%
• LinUCB 50%
• Contextual Bandit Problem 50%
• Minimax Lower Bound 50%