A Dimension-free Algorithm for Contextual Continuum-armed Bandits

15 Jul 2019Wenhao LiNingyuan ChenL. Jeff Hong

In contextual continuum-armed bandits, the contexts $x$ and the arms $y$ are both continuous and drawn from high-dimensional spaces. The payoff function to learn $f(x,y)$ does not have a particular parametric form... (read more)

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