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Resourceful Contextual Bandits

Published on Jul 15, 20142422 Views

Aleksandrs Slivkins

We study contextual bandits with ancillary constraints on resources, which are common in real-world applications such as choosing ads or dynamic pricing of items. We design the first algorithm for sol

COLT 2014 - Barcelona

Related categories

Computational Learning TheoryOn-line LearningStatistical LearningSupervised LearningUnsupervised Learning

Chapter list

Resourceful Contextual Bandits00:00
Basics: bandits with IID rewards00:07
Example: dynamic pricing - 101:06
Example: dynamic pricing - 201:51
High-level picture02:42
Resourceful contextual bandits - 103:30
Resourceful contextual bandits - 2 05:01
Resourceful contextual bandits - 305:32
Generality of the model06:37
Related work08:24
Our main result09:10
New challenges10:24
Algorithm (outline)11:54
Open questions14:52