2023
Reward-Biased Maximum Likelihood Estimation for Neural Contextual Bandits: A Distributional Learning Perspective
AAAI 2023technical
Reward-biased maximum likelihood estimation (RBMLE) is a classic principle in the adaptive control literature for tackling explore-exploit trade-offs. This paper studies the neural contextual bandit problem from a distributional perspective and proposes NeuralRBMLE, which leverages the likelihood of…