Efficient Contextual Bandits with Continuous Actions
Maryam Majzoubi ⋅ Chicheng Zhang ⋅ Rajan Chari ⋅ Akshay Krishnamurthy ⋅ John Langford ⋅ Aleksandrs Slivkins
2020 Poster
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.
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