2020 NIPS NeurIPS 2020

Efficient Contextual Bandits with Continuous Actions

Abstract

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 functionality with large-scale experiments.

🌉 Interdisciplinary Bridge — Machine Learning and Mathematics & Optimization
🧭 Keyword Pioneer — reduction algorithm
🐝 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