ICML 2022Spotlight

Contextual Information-Directed Sampling

作者: Botao Hao, Tor Lattimore, Chao Qin

摘要

Information-directed sampling (IDS) has recently demonstrated its potential as a data-efficient reinforcement learning algorithm. However, it is still unclear what is the right form of information ratio to optimize when contextual information is available. We investigate the IDS design through two contextual bandit problems: contextual bandits with graph feedback and sparse linear contextual bandits. We provably demonstrate the advantage of

PDF打开原文