… the nested bandit model we study assumes an additional layer of information relative to
standard bandit … , similar to the semi-bandit in the study of combinatorial bandit algorithms [12…

… related to contextual bandits with finite policy classes are linear contextual bandits. Model
… bandit problem with general policy classes of finite size. There are K arms and nested policy …

… 2019), linear bandits with unknown misspecification, and confidence-parameter tuning for
contextual linear bandits. For the case of linear bandits with nested model classes, we show …

… Our main result is a new model selection guarantee for linear contextual bandits. We
work in the stochastic realizable setting with a sequence of nested linear policy classes of …

… model classes (Section 6) that consider linear contextual bandits or linear … bandit algorithms
like OFUL (Section 6.5). Finally, we specifically focus on the nested linear contextual bandit …

… in the form of a multiarmed bandit (MAB) game is suggested, where a nested two-stage
stochastic … of the proposed nested two-stage MAB strategy; in particular, the nested two-stage TS …

… Model selection in contextual bandits is an important … multi-armed bandit problem from a
linear contextual bandit problem. Even … selection among nested linear contextual bandits under …

… to arbitrary policy classes that are nested: we will see that the OSOM algorithm critically
exploits the nested structure of the simple bandit model within the linear contextual model. …

… is or is not a bandit. Most often, the Mexican and foreign elites pinned the label of “bandit” on
… and oppression—not merely because most bandits emerged from among the poor, but also …

… In this work, we report an algorithmic framework based on nested Monte-Carlo Tree Search
(MCTS) coupled with the combinatorial multi-armed bandit (CMAB) model for the automated …