Xiao-Qi Tan

Gaussian-Width Bounds for Offline-to-Online Linear Bandits

We study how offline data can help online learning in stochastic linear bandits. We focus on partially covered offline data, where only $k$ of the $d$ feature directions are poorly covered. Existing analyses of algorithms based on phased elimination and optimism give regret bounds of order $\widetilde O(\sqrt{dkT})$ in...