Improved Bayes Regret Bounds for Multi-Task Hierarchical Bayesian Bandit Algorithms Jiechao Guan 1 Hui Xiong 1,2, 1 AI Thrust, The Hong Kong University of Science and Technology (Guangzhou), China

Neural Information Processing Systems 

Hierarchical Bayesian bandit refers to the multi-task bandit problem in which bandit tasks are assumed to be drawn from the same distribution.

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