Bandit Multiclass Linear Classification: Efficient Algorithms for the Separable Case

Alina Beygelzimer, Dávid Pál, Balázs Szörényi, Devanathan Thiruvenkatachari, Chen-Yu Wei, Chicheng Zhang

Abstract: We study the problem of efficient online multiclass linear classification with bandit feedback, where all examples belong to one of $K$ classes and lie in the $d$-dimensional Euclidean space. Previ...