Efficient contextual bandits with continuous actions

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

Research output: Contribution to journalConference articlepeer-review

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.

Original languageEnglish (US)
JournalAdvances in Neural Information Processing Systems
Volume2020-December
StatePublished - 2020
Event34th Conference on Neural Information Processing Systems, NeurIPS 2020 - Virtual, Online
Duration: Dec 6 2020Dec 12 2020

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Information Systems
  • Signal Processing

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