Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

0111 · Mar 201919922001200920172026
2 results for LinPHE

Improved regret bound for linear ensemble sampling.

problem Closing the gap between theory and practice in linear ensemble sampling.
method General regret analysis framework for linear bandit algorithms, revealing a relationship with LinPHE.
result Achieves a frequentist regret bound of ildeO(d3/2T) ilde{O}(d^{3/2}\sqrt{T}) for linear ensemble sampling.

We propose a new online algorithm for cumulative regret minimization in a stochastic linear bandit. The algorithm pulls the arm with the highest estimated reward in a linear model trained on its perturbed history. Therefore, we call it perturbed-history exploration in a linear bandit (LinPHE). The perturbed history is …

2019-03-21abs ↗pdf ↗