Efficient Contextual Bandits With Continuous Actions
- Maryam Majzoubi ,
- Chicheng Zhang ,
- Rajan Chari ,
- Akshay Krishnamurthy ,
- John Langford ,
- Aleksandrs Slivkins
NeurIPS 2020 |
Organized by ACM
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.