Practical Contextual Bandits with Regression Oracles

ICML 2018 Dylan J. FosterAlekh AgarwalMiroslav DudíkHaipeng LuoRobert E. Schapire

A major challenge in contextual bandits is to design general-purpose algorithms that are both practically useful and theoretically well-founded. We present a new technique that has the empirical and computational advantages of realizability-based approaches combined with the flexibility of agnostic methods... (read more)

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