PDF-sublinearcontextualregret(i.e.,provethatitcompeteswiththeoptimalmappin

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1WewillalsoconsiderthecasewherefhaslownormintheRKHSassociatedwiththecovariancek2 Theorem1Let201Supposeoneofthefollowingassumptionsholds1XisnitefissampledfromaknownGPpriorwithknownnoisevarianc

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