Unified GLR-based stopping rules with new self-normalized time-uniform deviation inequalities deliver finite-sample precision guarantees for contextual learning under unknown variances in linear settings.
39 For eacht, define bL t,1 := 1 2 γL Nt,1,Σ −1 t,1 , α s 1 Nt,2 + 1 ! , b L t,2 := 1 2 γL Nt,2,Σ −1 t,2 , α s 1 Nt,1 + 1 ! , B t := max{bL t,1, bL t,2}
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Unified Precision-Guaranteed Stopping Rules for Contextual Learning
Unified GLR-based stopping rules with new self-normalized time-uniform deviation inequalities deliver finite-sample precision guarantees for contextual learning under unknown variances in linear settings.