A Multiplier Bootstrap Approach to Designing Robust Algorithms for Contextual Bandits.
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DOI: 10.1109/tnnls.2022.3161806
Abstract: Upper confidence bound (UCB)-based contextual bandit algorithms require one to know the tail property of the reward distribution. Unfortunately, such tail property is usually unknown or difficult to specify in real-world applications. Using a tail… read more here.
Keywords: tail property; proposed estimator; contextual bandit; bandit ... See more keywords