Provably Optimal Algorithms for Generalized Linear Contextual Bandits

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Estimation Considerations in Contextual Bandits (2017, methodology): “The method of bootstrap for contextual bandits is also discussed in [35] and GLM are discussed in [28].”
The Impact of Machine Learning on Economics (2018, background): “, 2010), ordinary least squares (OLS) (Goldenshluger and Zeevi, 2013), generalized linear model (GLM) (Li et al., 2017), LASSO (Bastani and Bayati, 2015), and random forests (Dimakopoulou et al.”
Improved Optimistic Algorithms for Logistic Bandits (2020, background): “SupCB-GLM2 (Li et al., 2017) O ( κ · (d logK) · T 1/2 log(T ) ) GLM, K actions”
Online Learning: A Comprehensive Survey (2018, background): “The idea is to incorporate the given transaction cost into the optimization objective (Ormos and Urbán, 2013; Huang et al., 2015; Li et al., 2017a).”