Questions tagged [contextual-bandit]

For questions about the contextual bandit problem, which is a generalization of the (context-free) multi-armed bandit problem, where there is more than one situation (or state) and the optimal action to take in one state may be different than the optimal action to take in another state, but where the actions do not affect states (as e.g. in the reinforcement learning problem), but only the rewards.

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0answers
23 views

Is there a UCB type algorithm for linear stochastic bandit with lasso regression?

Why is there no upper confidence bound algorithm for linear stochastic bandits that uses lasso regression in the case that the regression parameters are sparse in the features? In particular, I don't ...
4
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1answer
62 views

Can you convert a MDP problem to a Contextual Multi-Arm Bandits problem?

I'm trying to get a better understanding of Multi-Arm Bandits, Contextual Multi-Arm Bandits and Markov Decision Process. Basically, Multi-Arm Bandits is a special case of Contextual Multi-Arm Bandits ...
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1answer
201 views

Can I apply DQN or policy gradient algorithms in the contextual bandit setting?

I have a problem which I believe can be described as a contextual bandit. More specifically, in each round, I observe a context from the environment consisting of five continuous features, and, ...
2
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2answers
75 views

Are bandits considered an RL approach?

If a research paper uses multi-armed bandits (either in their standard or contextual form) to solve a particular task, can we say that they solved this task using a reinforcement learning approach? Or ...
1
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0answers
36 views

How do I determine the optimal policy in a bandit problem with missing contexts?

Suppose I learn an optimal policy $\pi(a|c)$ for a contextual multi-armed bandit problem, where the context $c$ is a composite of multiple context variables $c = c_1, c_2, c_3$. For example, the ...
2
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1answer
427 views

How to implement a contextual reinforcement learning model?

In a reinforcement learning model, states depend on the previous actions chosen. In the case in which some of the states -but not all- are fully independent of the actions -but still obviously ...
1
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0answers
30 views

Name of a multiarmed bandit with only some levers available

In order to model a card game, as an exercise, I was thinking of an elementary setting as a multiarmed bandit, each lever being the distribution of expected rewards of a specific card. But, of course,...