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stat.ML2026
Variance-Adaptive Optimal Algorithm for Reinforcement Learning with Multinomial Logit Function Approximation
Wonyoung Kim, Min-Hwan Oh, Garud Iyengar +1
Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studi…
stat.ML2021
Multinomial Logit Contextual Bandits: Provable Optimality and Practicality
Min-hwan Oh, Garud Iyengar
We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the lea…