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• W2951249115 abstract "We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access to an oracle for solving fully supervised cost-sensitive classification problems and achieves the statistically optimal regret guarantee with only $tilde{O}(sqrt{KT/log N})$ oracle calls across all $T$ rounds, where $N$ is the number of policies in the policy class we compete against. By doing so, we obtain the most practical contextual bandit learning algorithm amongst approaches that work for general policy classes. We further conduct a proof-of-concept experiment which demonstrates the excellent computational and prediction performance of (an online variant of) our algorithm relative to several baselines." @default.
• W2951249115 created "2019-06-27" @default.
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• W2951249115 date "2014-02-04" @default.
• W2951249115 modified "2023-09-27" @default.
• W2951249115 title "Taming the Monster: A Fast and Simple Algorithm for Contextual Bandits" @default.
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