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.
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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.