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William Réveillard

2 accepted papers

2024

Low-Rank Bandits via Tight Two-to-Infinity Singular Subspace Recovery

ICML 2024poster

We study contextual bandits with low-rank structure where, in each round, if the (context, arm) pair $(i,j)\in [m]\times [n]$ is selected, the learner observes a noisy sample of the $(i,j)$-th entry of an unknown low-rank reward matrix. Successive contexts are generated randomly in an i.i.d. manner…