Cooperative Thresholded Lasso for Sparse Linear Bandit

no code implementations • 30 May 2023 • Haniyeh Barghi, Xiaotong Cheng, Setareh Maghsudi

We present a novel approach to address the multi-agent sparse contextual linear bandit problem, in which the feature vectors have a high dimension $d$ whereas the reward function depends on only a limited set of features - precisely $s_0 \ll d$.

Dimensionality Reduction regression