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Graph Dimensionality Reduction for Contextual Bandits: Structure-Specific Regret Bounds under Approximate Smoothness and Noisy Eigenspaces

arXiv cs.LG · 2d ago Cached

Proposes GraphDR-LinUCB, a method for contextual bandits with graph-structured arms that projects features onto the graph's low-frequency spectral subspace. Achieves the first regret bound for spectral-projection-based contextual bandits and demonstrates 15x regret reduction on real datasets over full-dimensional LinUCB.

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