Efficient Contextual Bandits with Continuous Actions

Maryam Majzoubi; Chicheng Zhang; Rajan Chari; Akshay Krishnamurthy; John Langford; Aleksandrs Slivkins

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arXiv · 2006.06040

Efficient Contextual Bandits with Continuous Actions

Maryam Majzoubi·Chicheng Zhang·Rajan Chari·Akshay Krishnamurthy·John Langford·Aleksandrs Slivkins

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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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Maryam Majzoubi, Chicheng Zhang, Rajan Chari, Akshay Krishnamurthy, John Langford, Aleksandrs Slivkins. 2020-06-10. Efficient Contextual Bandits with Continuous Actions. https://arxiv.org/abs/2006.06040

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