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stat.ML2020★ 1 cited
Improving Offline Contextual Bandits with Distributional Robustness
Otmane Sakhi, Louis Faury, Flavian Vasile
This paper extends the Distributionally Robust Optimization (DRO) approach for offline contextual bandits. Specifically, we leverage this framework to introduce a convex reformulat…
stat.ML2019
Distributionally Robust Counterfactual Risk Minimization
Louis Faury, Ugo Tanielian, Flavian Vasile +2
This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem. Tapping into a rich existing literat…