Lalit Jain

Stochastic Linear Bandits with Partially Observed Actions

Gautam Dasarathy, Vineet Gattani, Lalit Jain

The stochastic linear bandit, where actions are represented as vectors and rewards are linear, is a central paradigm for sequential decision making. We study a partially observed variant of this problem in which the learning agent only sees a random subset of coordinates for each…Read more