45 citations · 202 across the 24 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
cs.LG2020★ 8 cited
An Efficient Algorithm For Generalized Linear Bandit: Online Stochastic Gradient Descent and Thompson Sampling
Qin Ding, Cho-Jui Hsieh, James Sharpnack
We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have b…
stat.ML2020
Multiscale Non-stationary Stochastic Bandits
Qin Ding, Cho-Jui Hsieh, James Sharpnack
Classic contextual bandit algorithms for linear models, such as LinUCB, assume that the reward distribution for an arm is modeled by a stationary linear regression. When the linear…