Randomized allocation with arm elimination in a bandit problem with covariates

DOI10.1214/15-EJS1104zbMath1332.62138MaRDI QIDQ5965323

Yuhong Yang, Wei Qian

Publication date: 3 March 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1455715962

zbMATH Keywords

adaptive estimationcontextual bandit problemMABCnonparametric banditregret bound

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Sequential statistical design (62L05)

Related Items

Bandit and covariate processes, with finite or non-denumerable set of arms, Smoothness-Adaptive Contextual Bandits, Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection, Transfer learning for contextual multi-armed bandits, Randomized allocation with nonparametric estimation for contextual multi-armed bandits with delayed rewards, Randomized allocation with arm elimination in a bandit problem with covariates, Statistical Inference for Online Decision Making: In a Contextual Bandit Setting

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