2019
DOI: 10.48550/arxiv.1902.07500
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A Note on Bounding Regret of the C$^2$UCB Contextual Combinatorial Bandit

Abstract: We revisit the proof by Qin et al. (2014) of bounded regret of the C 2 UCB contextual combinatorial bandit. We demonstrate an error in the proof of volumetric expansion of the moment matrix, used in upper bounding a function of context vector norms. We prove a relaxed inequality that yields the originally-stated regret bound.

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“…When g is assumed to be monotonic and Lipschitz continuous, [26] claimed that C 2 UCB enjoys Õ( √ T ) α-regret. 2 We have corrected an error in the original proof, as seen in our technical note [28], confirming the Õ( √ T ) α-regret. This expression is sub-linear in T , implying that the per-round average cumulative regret approaches zero after sufficiently many rounds.…”
Section: Contextual Combinatorial Banditsmentioning
confidence: 58%
“…When g is assumed to be monotonic and Lipschitz continuous, [26] claimed that C 2 UCB enjoys Õ( √ T ) α-regret. 2 We have corrected an error in the original proof, as seen in our technical note [28], confirming the Õ( √ T ) α-regret. This expression is sub-linear in T , implying that the per-round average cumulative regret approaches zero after sufficiently many rounds.…”
Section: Contextual Combinatorial Banditsmentioning
confidence: 58%