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Chen-Yu Lu

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#machine learning Preprint Oct 2026

Optimal Online Regret for Context-Lumpable Bandits

We study stochastic contextual bandits with an unknown context-lumpable structure. The $S$ contexts are partitioned into $r$ blocks, and every arm has the same mean reward across contexts in the same block. Under arbitrary context distributions and without separation assumptions, we design an algorithm with expected re...

Chen-Yu Lu, Zi-Han Zhang · 0 citations

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