Title
Asymptotically Optimal Contextual Bandit Algorithm Using Hierarchical Structures.
Abstract
We propose an online algorithm for sequential learning in the contextual multiarmed bandit setting. Our approach is to partition the context space and, then, optimally combine all of the possible mappings between the partition regions and the set of bandit arms in a data-driven manner. We show that in our approach, the best mapping is able to approximate the best arm selection policy to any desire...
Year
DOI
Venue
2019
10.1109/TNNLS.2018.2854796
IEEE Transactions on Neural Networks and Learning Systems
Keywords
Field
DocType
Partitioning algorithms,Computational complexity,Upper bound,Convergence,Art,Data models,Learning systems
Online algorithm,Computer science,Upper and lower bounds,Algorithm,Binary tree,Asymptotically optimal algorithm,Statistical assumption,Computational complexity theory,Scalability,Multiclass classification
Journal
Volume
Issue
ISSN
30
3
2162-237X
Citations 
PageRank 
References 
0
0.34
15
Authors
5