2020
Efficient Contextual Bandits with Continuous Actions
Maryam Majzoubi, Chicheng Zhang, Rajan Chari, Akshay Krishnamurthy, John Langford, Aleksandrs Slivkins
NeurIPS 2020poster
We create a computationally tractable learning algorithm for contextual bandits with continuous actions having unknown structure. The new reduction-style algorithm composes with most supervised learning representations. We prove that this algorithm works in a general sense and verify the new funct…