Introduction I have seen so-called “Freedman’s inequality” or “Freedman-type inequality” in several bandit literature [1, 2, 3, 4, 5, 6, 7, 8, 9]. These inequalities are said to originate from Fre...

While fiddling with some equations, I discovered some interesting linear algebra facts about Gram matrices. I thought it was worth writing a post. They are seemingly non-trivial facts with simple p...

Introduction In the previous post, I elaborated on a common pitfall and provided a solution regarding the union bound over a set of randomly selected events. I explained in detail why the union bo...

Introduction In the previous post, I introduced the UCB algorithm and proved its $O \left( \sqrt{KT\log\frac{KT}{\delta}} + K \right)$ regret bound. To achieve it, I utilized confidence intervals ...

This post is an English translation of this post, which is a Korean post I wrote with the support of Samsung Software Membership. Introduction      In this post, I will introduce the Multi-Armed ...