Online Bandit Linear Optimization: A Study
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This article introduces the concepts around Online Bandit Linear Optimization and explores an efficient setup called SCRiBLe (Self-Concordant Regularization in Bandit Learning) created by Abernethy et. al.abernethy. The SCRiBLe setup and algorithm yield a O(√(T)) regret bound and polynomial run time complexity bound on the dimension of the input space. In this article we build up to the bandit linear optimization case and study SCRiBLe.
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