A Technical Note on Non-Stationary Parametric Bandits: Existing Mistakes and Preliminary Solutions

Louis Faury, Yoan Russac, Marc Abeille, Clément Calauzènes

Abstract: In this note we identify several mistakes appearing in the existing literature on non-stationary parametric bandits. More precisely, we study Generalized Linear Bandits (GLBs) in drifting environme...