Regularized Contextual Bandits

Fontaine, X; Berthet, Q; Perchet, V

Fontaine, X (reprint author), Univ Paris Saclay, CNRS, ENS Cachan, CMLA, Paris, France.

22ND INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 89, 2019; 89 ():

Abstract

We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent ......

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