Model Selection in Contextual Stochastic Bandit Problems

3 Mar 2020Aldo PacchianoMy PhanYasin Abbasi-YadkoriAnup RaoJulian ZimmertTor LattimoreCsaba Szepesvari

We study model selection in stochastic bandit problems. Our approach relies on a master algorithm that selects its actions among candidate base algorithms... (read more)

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