Abstract:The exploration/exploitation (E&E) dilemma lies at the core of interactive systems such as online advertising, for which contextual bandit algorithms have been proposed. Bayesian approaches provide guided exploration via uncertainty estimation, but the applicability is often limited due to over-simplified assumptions. Non-Bayesian bootstrap methods, on the other hand, can apply to complex problems by using deep reward models, but lack a clear guidance to the exploration behavior. It still remains largely unsol… Show more
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