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Found 4 papers, 0 papers with code
Syndicated Bandits: A Framework for Auto Tuning Hyper-parameters in Contextual Bandit Algorithms
To tackle this problem, we first propose a two-layer bandit structure for auto tuning the exploration parameter and further generalize it to the Syndicated Bandits framework which can learn multiple hyper-parameters dynamically in contextual bandit environment.
Robust Stochastic Linear Contextual Bandits Under Adversarial Attacks
We provide theoretical guarantees for our proposed algorithm and show by experiments that our proposed algorithm improves the robustness against various kinds of popular attacks.
An Efficient Algorithm For Generalized Linear Bandit: Online Stochastic Gradient Descent and Thompson Sampling
A natural way to resolve this problem is to apply online stochastic gradient descent (SGD) so that the per-step time and memory complexity can be reduced to constant with respect to $t$, but a contextual bandit policy based on online SGD updates that balances exploration and exploitation has remained elusive.
Multiscale Non-stationary Stochastic Bandits
Classic contextual bandit algorithms for linear models, such as LinUCB, assume that the reward distribution for an arm is modeled by a stationary linear regression.
