LGFeb 20, 2019
A Note on Bounding Regret of the C$^2$UCB Contextual Combinatorial BanditBastian Oetomo, Malinga Perera, Renata Borovica-Gajic et al.
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.