IPS2010
Parametric Bandits: The Generalized Linear Case Sarah Filippi Telecom ParisTech et CNRS Paris, France Aure ́lien Garivier Telecom ParisTech et CNRS Paris, France We consider structured multi-armed bandit problems based on the Generalized Linear Model (GLM) framework of statistics. For these bandits, we propose a new algorithm, called GLM-UCB. We derive finite time, high probability …