Set Membership Estimation for Stochastic Linear Contextual Bandits

arXiv:2606.20022 · stat.ML, cs.LG, math.OC · Submitted 2026-06-18 · Read on arXiv

stat.ML, cs.LG, math.OC

Submitted: 2026-06-18

Updated: 2026-10-15

Comments: 23 pages, 1 figure

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Regret — 61× in this paper · explained in 4 episodes
• Contextual Bandit — 37× in this paper · explained in 2 episodes
• Contextual Bandits — 33× in this paper · explained in 3 episodes
• Regret Bound — 31× in this paper · explained in 2 episodes
• System Identification — 8× in this paper · explained in 3 episodes
• Regret Bounds — 7× in this paper · explained in 2 episodes
• Uncertainty Quantification — 7× in this paper · explained in 9 episodes
• Regularization — 5× in this paper · explained in 3 episodes
• Benchmark — 3× in this paper · explained in 2 episodes
• Adam — 2× in this paper · explained in 3 episodes
• Reinforcement Learning — 2× in this paper · explained in 4 episodes
• Sample Complexity — 2× in this paper · explained in 20 episodes
• Active Learning — 1× in this paper · explained in 6 episodes
• Actor — 1× in this paper · explained in 3 episodes
• Clustering — 1× in this paper · explained in 2 episodes
• Contextual Bandit Problem — 1× in this paper · explained in 2 episodes
• EMMA — 1× in this paper · explained in 2 episodes
• Formal Verification — 1× in this paper · explained in 2 episodes
• Monotonicity — 1× in this paper · explained in 2 episodes
• Non-asymptotic Analysis — 1× in this paper · explained in 2 episodes
• Verification — 1× in this paper · explained in 2 episodes

Sources

• Online Least Squares Estimation with Self-Normalized Processes: An Application to Bandit Problems
• Shuffle Private Linear Contextual Bandits
• The extremal volume ellipsoids of convex bodies, their symmetry properties, and their determination in some special cases
• AdaLinUCB: Opportunistic Learning for Contextual Bandits
• An Actor-Critic Contextual Bandit Algorithm for Personalized Mobile Health Interventions

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