Semi-Parametric Sampling for Stochastic Bandits with Many Arms.
Mingdong OuNan LiCheng YangShenghuo ZhuRong JinPublished in: AAAI (2019)
Keyphrases
- semi parametric
- multi armed bandits
- multi armed bandit
- stochastic systems
- least squares
- regression model
- density estimation
- reinforcement learning
- multi armed bandit problems
- bandit problems
- statistical inference
- linear model
- random sampling
- regression problems
- constrained optimization
- regret bounds
- sample size
- decision trees
- parametric models
- data mining
- parameter space
- cross validation