Kernel estimation and model combination in a bandit problem with covariates

MaRDI QIDQ2834477zbMATH OpenFDO

Authors Wei Qian, Yuhong Yang

Publication date 22 November 2016

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL http://jmlr.csail.mit.edu/papers/v17/13-210.html

zbMATH Keywords

contextual bandit problemexploration-exploitation tradeoffnonparametric regressionregret boundupper confidence bound

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Applications of mathematical programming (90C90) Probabilistic games; gambling (91A60)

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(15)

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• The multi-armed bandit problem with covariates
• Gaussian process modelling of dependencies in multi-armed bandit problems
• Kernel-based methods for bandit convex optimization
• Statistical inference for online decision making via stochastic gradient descent
• Kernel-based Methods for Bandit Convex Optimization
• MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS
• Statistical inference for online decision making: in a contextual bandit setting
• Randomized allocation with arm elimination in a bandit problem with covariates
• Adaptive Algorithm for Multi-Armed Bandit Problem with High-Dimensional Covariates
• An Interactive Greedy Approach to Group Sparsity in High Dimensions
• Adaptive smooth nonstationary bandits
• Statistical inference for online decision making with Lasso loss function: in a contextual multi-armed bandit setting
• A non-parametric solution to the multi-armed bandit problem with covariates

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