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4b121e627d3c5683f312ad168988f3f0-Supplemental-Conference.pdf

Neural Information Processing Systems

A.2 MainProofsketch In this section we will give a theoretical guarantee for the performance of our algorithm. Essentially, it measures the largest total difference of value estimation among all the functions in f Ft for the fixed inputsxt,i wherei [M]. Lemma 2. If (βt 0 | t N) is a nondecreasing sequence and Ft:=n Themainstructure ofthisproof issimilar toproposition 3,section CinEluder dimension's paper, and we will only point out the subtle details that makes the difference. Apart from the notations section 3, we add more symbols for the regret analysis. Next, we will show thatf h is a feasible solution for the optimization ofFt.