Multinomial Logit Bandit with Linear Utility Functions

8 May 2018Mingdong OuNan LiShenghuo ZhuRong Jin

Multinomial logit bandit is a sequential subset selection problem which arises in many applications. In each round, the player selects a $K$-cardinality subset from $N$ candidate items, and receives a reward which is governed by a {\it multinomial logit} (MNL) choice model considering both item utility and substitution property among items... (read more)

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