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Author

Dong Xia

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#machine learning Conference Nov 2023

High-dimensional Linear Bandits with Knapsacks

An online variant of the hard thresholding algorithm that performs the sparse estimation in an online manner is developed and embedded in a primal-dual scheme: every knapsack constraint is paired with a dual variable, which is updated by an online learning rule to keep the cumulative resource consumption within budget.

Wan-Teng Ma, Dong Xia, Jia-Shuo Jiang · 3 citations

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