Bandit Principal Component Analysis

8 Feb 2019 Wojciech Kotłowski Gergely Neu

We consider a partial-feedback variant of the well-studied online PCA problem where a learner attempts to predict a sequence of $d$-dimensional vectors in terms of a quadratic loss, while only having limited feedback about the environment's choices. We focus on a natural notion of bandit feedback where the learner only observes the loss associated with its own prediction... (read more)

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