A Note on Bounding Regret of the C$^2$UCB Contextual Combinatorial Bandit

20 Feb 2019  ·  Bastian Oetomo, Malinga Perera, Renata Borovica-Gajic, Benjamin I. P. Rubinstein ·

We revisit the proof by Qin et al. (2014) of bounded regret of the C$^2$UCB contextual combinatorial bandit. We demonstrate an error in the proof of volumetric expansion of the moment matrix, used in upper bounding a function of context vector norms. We prove a relaxed inequality that yields the originally-stated regret bound.

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