Exponential-weight algorithm attains Õ(√(T γ_T)) adversarial regret for kernelized bandits, with matching lower bounds for SE and Matérn kernels plus a Nyström-efficient variant.
3 satisfies the following: 1 2 𝚿𝚿⊤ +𝜆I | X | ⪯𝚿 eSeS⊤𝚿⊤ +𝜆I | X | ⪯ 3 2 𝚿𝚿⊤ +𝜆I | X | ,(278) where𝚿=(𝜓(x (1) )
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Nearly-Optimal Algorithm for Adversarial Kernelized Bandits
Exponential-weight algorithm attains Õ(√(T γ_T)) adversarial regret for kernelized bandits, with matching lower bounds for SE and Matérn kernels plus a Nyström-efficient variant.