Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent.
Xi ChenZehua LaiHe LiYichen ZhangPublished in: CoRR (2022)
Keyphrases
- statistical inference
- stochastic gradient descent
- online algorithms
- online learning
- bayesian inference
- model selection
- graphical models
- statistical learning
- matrix factorization
- loss function
- step size
- least squares
- machine learning
- lower bound
- random forests
- regularization parameter
- bayesian networks
- markov random field
- support vector machine
- active learning