Taming the Monster: A Fast and Simple Algorithm for Contextual Bandits

Alekh Agarwal, Daniel Hsu, Satyen Kale, John Langford, Lihong Li, Robert E. Schapire. Taming the Monster: A Fast and Simple Algorithm for Contextual Bandits. In Proceedings of the 31th International Conference on Machine Learning, ICML 2014, Beijing, China, 21-26 June 2014. Volume 32 of JMLR Proceedings, pages 1638-1646, JMLR.org, 2014. [doi]

Abstract

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