2 papers
cs.LG2019
Smoothness-Adaptive Contextual Bandits
Yonatan Gur, Ahmadreza Momeni, Stefan Wager
We study a non-parametric multi-armed bandit problem with stochastic covariates, where a key complexity driver is the smoothness of payoff functions with respect to covariates. Pre…
cs.LG2019
Adaptive Sequential Experiments with Unknown Information Arrival Processes
Yonatan Gur, Ahmadreza Momeni
Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied a…