The K-Nearest Neighbour UCB algorithm for multi-armed bandits with covariates.

Henry W. J. Reeve Joe Mellor Gavin Brown

Published in: CoRR (2018)

Keyphrases

learning algorithm
np hard
data sets
computational complexity
dynamic programming
objective function
search space
linear programming
expectation maximization
genetic algorithm
reinforcement learning
knn
decision problems
nearest neighbour