Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Randomized Exploration in Generalized Linear Bandits   We study two randomized algorithms for generalized linear bandits, GLM-TSL
and GLM-FPL. GLM-TSL samples a generalized linear model (GLM) from the Laplace
approximation to the posterior distribution. GLM-FPL fits a GLM to a randomly
perturbed history of past rewards. We prove $\tilde{O}(d \sqrt{n \log K})$
bounds on the $n$-round regret of GLM-TSL and GLM-FPL, where $d$ is the number
of features and $K$ is the number of arms. The regret bound of GLM-TSL improves
upon prior work and the regret bound of GLM-FPL is the first of its kind. We
apply both GLM-TSL and GLM-FPL to logistic and neural network bandits, and show
that they perform well empirically. In more complex models, GLM-FPL is
significantly faster. Our results showcase the role of randomization, beyond
sampling from the posterior, in exploration.

27
The categories of this paper are: comp-gas
31
The categories of this paper are: ao-sci
34
The categories of this paper are: chem-ph
25
The categories of this paper are: patt-sol
12
The categories of this paper are: nucl-th
14
The categories of this paper are: math-ph
11
The categories of this paper are: hep-lat
22
The categories of this paper are: chao-dyn
30
The categories of this paper are: q-alg
20
The categories of this paper are: acc-phys
7
The categories of this paper are: hep-th
28
The categories of this paper are: alg-geom
15
The categories of this paper are: nucl-ex
29
The categories of this paper are: funct-an
17
The categories of this paper are: q-fin
24
The categories of this paper are: dg-ga