Efficient Contextual Bandits with Continuous Actions

2020-06-10NeurIPS 2020Code Available1· sign in to hype

Maryam Majzoubi, Chicheng Zhang, Rajan Chari, Akshay Krishnamurthy, John Langford, Aleksandrs Slivkins

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Code

github.com/instadeepai/catx
jax★ 71

Abstract

We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a general sense and verify the new functionality with large-scale experiments.

Tasks

Multi-Armed Bandits

Efficient Contextual Bandits with Continuous Actions

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Abstract

Tasks

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