Residual Bootstrap Exploration for Bandit Algorithms

19 Feb 2020 Chi-Hua Wang Yang Yu Botao Hao Guang Cheng

In this paper, we propose a novel perturbation-based exploration method in bandit algorithms with bounded or unbounded rewards, called residual bootstrap exploration (\texttt{ReBoot}). The \texttt{ReBoot} enforces exploration by injecting data-driven randomness through a residual-based perturbation mechanism... (read more)

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