Efficient Contextual Bandits with Continuous Actions

• URL: http://arxiv.org/abs/2006.06040v2
• Date: Thu, 3 Dec 2020 23:22:14 GMT
• Title: Efficient Contextual Bandits with Continuous Actions
• Authors: Maryam Majzoubi, Chicheng Zhang, Rajan Chari, Akshay Krishnamurthy, John Langford, Aleksandrs Slivkins
• Abstract summary: We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations.
• Score: 102.64518426624535
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a general sense and verify the new functionality with large-scale experiments.

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