A New Algorithm for Non-stationary Contextual Bandits: Efficient, Optimal and Parameter-free

Yifang Chen, Chung-wei Lee, Haipeng Luo, Chen-Yu Wei. A New Algorithm for Non-stationary Contextual Bandits: Efficient, Optimal and Parameter-free. In Alina Beygelzimer, Daniel Hsu 0001, editors, Conference on Learning Theory, COLT 2019, 25-28 June 2019, Phoenix, AZ, USA. Volume 99 of Proceedings of Machine Learning Research, pages 696-726, PMLR, 2019. [doi]

Abstract

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