Conditionally Risk-Averse Contextual Bandits

Contextual bandits with average-case statistical guarantees are inadequate in risk-averse situations because they might trade off degraded worst-case behaviour for better average performance. Designing a risk-averse contextual bandit is challenging because exploration is necessary but risk-aversion...

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Bibliographische Detailangaben

Hauptverfasser:	Farsang, Mónika, Mineiro, Paul, Zhang, Wangda
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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