David Young

David Young, Douglas Leith, George Iosifidis

We show that a kernel estimator using multiple function evaluations can be easily converted into a sampling-based bandit estimator with expectation equal to the original kernel estimate. Plugging such a bandit estimator into the standard FTRL algorithm yields a bandit convex optimisation algorithm that achieves $\tilde{O}(t^{1/2})$ regret against adversarial time-varying convex loss functions.

David Young, Douglas Leith

We develop a novel latent-bandit algorithm for tackling the cold-start problem for new users joining a recommender system. This new algorithm significantly outperforms the state of the art, simultaneously achieving both higher accuracy and lower regret.