Julien Zhou

Towards Efficient and Optimal Covariance-Adaptive Algorithms for Combinatorial Semi-Bandits

We address the problem of stochastic combinatorial semi-bandits, where a player selects among $P$ actions from the power set of a set containing $d$ base items. Adaptivity to the problem's structure is essential in order to obtain optimal regret upper bounds. As estimating the coefficients of a cova…