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Joongkyu Lee

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#machine learning May 2026

Nonstationary Generalized Linear Bandits with Discounted Online Mirror Descent

DOMD-GLB is proposed, a new algorithm for nonstationary GLBs that utilizes discounted online mirror descent (DOMD) for parameter estimation, thereby incurring only $O(1)$ computation and memory costs per round, the first algorithm for nonstationary GLBs with per-round computation and memory costs independent of time.

Joongkyu Lee, Min-hwan Oh · 0 citations

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