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]

@inproceedings{ChenLLW19-0,
  title = {A New Algorithm for Non-stationary Contextual Bandits: Efficient, Optimal and Parameter-free},
  author = {Yifang Chen and Chung-wei Lee and Haipeng Luo and Chen-Yu Wei},
  year = {2019},
  url = {http://proceedings.mlr.press/v99/chen19b.html},
  researchr = {https://researchr.org/publication/ChenLLW19-0},
  cites = {0},
  citedby = {0},
  pages = {696-726},
  booktitle = {Conference on Learning Theory, COLT 2019, 25-28 June 2019, Phoenix, AZ, USA},
  editor = {Alina Beygelzimer and Daniel Hsu 0001},
  volume = {99},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}