ICML 2022Spotlight
Asymptotically-Optimal Gaussian Bandits with Side Observations
Authors: Alexia Atsidakou, Orestis Papadigenopoulos, Constantine Caramanis, sujay sanghavi, Sanjay Shakkottai
Abstract
We study the problem of Gaussian bandits with general side information, as first introduced by Wu, Szepesvári, and György. In this setting, the play of an arm reveals information about other arms, according to an arbitrary