A Note on Bounding Regret of the C^2UCB Contextual Combinatorial Bandit
We revisit the proof by Qin et al. (2014) of bounded regret of the C^2UCB 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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