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Nonparametric bandits with covariates
- In COLT
, 2010
"... We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward. We derive general lower bounds on the performance of any admi ..."
Abstract
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Cited by 13 (1 self)
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We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward. We derive general lower bounds on the performance of any
It is my pleasure to provide some commentary on the paper “Contextual Bandit Algorithms with Supervised Learning Guarantees ” by Beygelzimer et. al. This discussion
"... synthesizes my own impressions of the paper, as well as the comments of the anonymous reviewers. For applied machine learning, finding an appropriate formulation of the problem is essential. Supervised learning is perhaps the most successful and extensively studied formulation in the field. It is br ..."
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) we choose to show to users, and whether those users like (click) on those results. These web applications are particularly compelling because the scale of the problem and latencies required mandate an automated solution. The contextual bandit formulation captures both the measurement of success
Optimizing Adaptive Marketing Experiments with the Multi-Armed Bandit
"... Sequential decision making is central to a range of marketing problems. Both firms and consumers aim to maximize their objectives over time, yet they remain uncertain about the best course of action. So they allocate resources to both explore to reduce uncertainty (learning) and exploit their curren ..."
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their current information for immediate reward (earning). This explore/exploit tradeoff is best captured by the multi-armed bandit, the conceptual and methodological backbone of this dissertation. We focus on this class of marketing problems and aim to make the following substantive and methodological
The Oxford Companion to Philosophy
"... Disclaimer: This book contains characters with diacritics. When the characters can be represented using the ISO 8859-1 character set ..."
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Cited by 139 (1 self)
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Disclaimer: This book contains characters with diacritics. When the characters can be represented using the ISO 8859-1 character set
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