f3d9de86462c28781cbe5c47ef22c3e5-Supplemental.pdf

The algorithm [62] consider Algorithm 2 for the stochastic generalized linear bandit problem. Assume thatθ is the true parameter of the reward model. Then we consider the lower bounds. For fj(A) = 12(ej1eTj2 +ej2eTj1),A with j1 j2, fj(Ai) is only 1 wheni = j and 0 otherwise. With Claim D.12 and Claim D.11 we get that g C q To get 1), we writeVl = [v1, vl] Rd l and V l = [vl+1, vk].