Contextual Bandits Evolving Over Finite Time

Autor:	Deshpande, Harsh, Jain, Vishal, Moharir, Sharayu
Rok vydání:	2019
Předmět:	Computer Science - Machine Learning Statistics - Machine Learning
Druh dokumentu:	Working Paper
Popis:	Contextual bandits have the same exploration-exploitation trade-off as standard multi-armed bandits. On adding positive externalities that decay with time, this problem becomes much more difficult as wrong decisions at the start are hard to recover from. We explore existing policies in this setting and highlight their biases towards the inherent reward matrix. We propose a rejection based policy that achieves a low regret irrespective of the structure of the reward probability matrix.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1911.05956 Zobrazit plný text záznamu View this record from Arxiv