Exponential-weight algorithm achieves Õ(√(T γ_T)) adversarial regret for kernelized bandits and is optimal up to logs for squared exponential and Matérn kernels, with an efficient Nyström variant.
3 satisfies the following: 1 2 ¯𝚿 ¯𝚿⊤ + 𝜆 𝑇 I| X | ⪯ ¯𝚿SS⊤ ¯𝚿⊤ + 𝜆 𝑇 I| X | ⪯ 3 2 ¯𝚿 ¯𝚿⊤ + 𝜆 𝑇 I| X | ,(235) where ¯𝚿=( ¯𝜓(x (1) )
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Nearly-Optimal Algorithm for Adversarial Kernelized Bandits
Exponential-weight algorithm achieves Õ(√(T γ_T)) adversarial regret for kernelized bandits and is optimal up to logs for squared exponential and Matérn kernels, with an efficient Nyström variant.