On the Minimax Regret for Linear Bandits in a wide variety of Action Spaces

01/09/2023

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by   Debangshu Banerjee, et al.

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As noted in the works of <cit.>, it has been mentioned that it is an open problem to characterize the minimax regret of linear bandits in a wide variety of action spaces. In this article we present an optimal regret lower bound for a wide class of convex action spaces.