cs.LG, cs.SY, eess.SY, math.OC

Learning to Sparsify Stochastic Linear Bandits

arXiv:2605.10151v1 Announce Type: new
Abstract: This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on t…