Recurrent Neural-Linear Posterior Sampling for Non-Stationary Contextual Bandits.
Aditya RameshPaulo E. RauberJürgen SchmidhuberPublished in: CoRR (2020)
Keyphrases
- non stationary
- random fields
- autoregressive
- markov chain monte carlo
- sample size
- empirical mode decomposition
- posterior distribution
- concept drift
- white noise
- contextual information
- multi armed bandit
- adaptive algorithms
- probability distribution
- probabilistic model
- stock price
- metropolis hastings
- change point detection
- multiscale
- video sequences
- blind source separation
- posterior probability
- parameter estimation
- wavelet transform
- feature space