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Chen-Yu Wei

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#machine learning Preprint Oct 2026

Follow the Perturbed Leader for Linear Bandits: $\sqrt{T}$ Regret over General Convex Sets

This work gives the first adversarial linear bandit algorithm based on Follow-the-Perturbed-Leader (FTPL) that achieves $\sqrt{T}$ regret over general convex action sets and develops a systematic way to analyze the stability term in the FTPL regret through the Fisher information of the perturbation distribution.

Chen-Yu Wei · 0 citations

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