Langevin Monte Carlo for Contextual Bandits

Pan Xu 0002, Hongkai Zheng, Eric V. Mazumdar, Kamyar Azizzadenesheli, Animashree Anandkumar. Langevin Monte Carlo for Contextual Bandits. In Kamalika Chaudhuri, Stefanie Jegelka, Le Song, Csaba Szepesvári, Gang Niu 0001, Sivan Sabato, editors, International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA. Volume 162 of Proceedings of Machine Learning Research, pages 24830-24850, PMLR, 2022. [doi]

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