2020 COLT COLT 2020

Open Problem: Model Selection for Contextual Bandits

Abstract

In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.

🌉 Interdisciplinary Bridge — Machine Learning and Mathematics & Optimization
🧭 Keyword Pioneer — hypothesis class complexity
🐣 Hot Topic Early Bird — model selection
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Security & Privacy, Speech & Audio