Sparse Optimistic Information Directed Sampling

arXiv — cs.LGWednesday, October 29, 2025 at 4:00:00 AM
A new study on sparse optimistic information directed sampling presents a promising approach to high-dimensional online decision-making problems. This research is significant as it addresses the limitations of existing algorithms, which struggle in either data-rich or data-poor environments. By optimizing performance in both scenarios, this work could enhance decision-making processes across various fields, making it a noteworthy advancement in the realm of stochastic sparse linear bandits.
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