RAVEN-UCB proposes a variance-adaptive UCB algorithm for non-stationary bandits, but the proof of its main regret bound is mathematically invalid.
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From Theory to Practice with RAVEN-UCB: Addressing Non-Stationarity in Multi-Armed Bandits through Variance Adaptation
RAVEN-UCB proposes a variance-adaptive UCB algorithm for non-stationary bandits, but the proof of its main regret bound is mathematically invalid.