Beyond UCB: Optimal and Efficient Contextual Bandits with Regression Oracles

A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on regression have shown promising empirical success, but theoret...

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Bibliographic Details
Main Authors: Foster, Dylan J, Rakhlin, Alexander
Other Authors: Statistics and Data Science Center (Massachusetts Institute of Technology)
Format: Article
Language:English
Published: 2021
Online Access:https://hdl.handle.net/1721.1/138306

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