Contextual Bandit with Missing Rewards

13 Jul 2020Djallel BouneffoufSohini UpadhyayYasaman Khazaeni

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be observed("missing rewards"). This new problem is motivated by certain online settings including clinical trial and ad recommendation applications... (read more)

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