Distributionally Robust Policy Evaluation and Learning in Offline Contextual Bandits

Nian Si, Fan Zhang, Zhengyuan Zhou, Jose H. Blanchet. Distributionally Robust Policy Evaluation and Learning in Offline Contextual Bandits. In Proceedings of the 37th International Conference on Machine Learning, ICML 2020, 13-18 July 2020, Virtual Event. Volume 119 of Proceedings of Machine Learning Research, pages 8884-8894, PMLR, 2020. [doi]

Abstract

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