Open Problem: Model Selection for Contextual Bandits

19 Jun 2020 · Dylan J. Foster, Akshay Krishnamurthy, Haipeng Luo ·

In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.

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Multi-Armed Bandits

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Open Problem: Model Selection for Contextual Bandits

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