Exponentiated Gradient LINUCB for Contextual Multi-Armed Bandits

Djallel Bouneffouf

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arXiv · 1305.2415

Exponentiated Gradient LINUCB for Contextual Multi-Armed Bandits

Djallel Bouneffouf

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Abstract

We present Exponentiated Gradient LINUCB, an algorithm for con-textual multi-armed bandits. This algorithm uses Exponentiated Gradient to find the optimal exploration of the LINUCB. Within a deliberately designed offline simulation framework we conduct evaluations with real online event log data. The experimental results demonstrate that our algorithm outperforms surveyed algorithms.

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Djallel Bouneffouf. 2013-05-10. Exponentiated Gradient LINUCB for Contextual Multi-Armed Bandits. https://arxiv.org/abs/1305.2415

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