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arXiv:1508.03326 [cs.LG]AbstractReferencesReviewsResources

A Survey on Contextual Multi-armed Bandits

Li Zhou

Published 2015-08-13Version 1

The natural of contextual bandits makes it suitable for many machine learning applications such as user modeling, Internet advertising, search engine, experiments optimization etc. In this survey we cover three different types of contextual bandits algorithms, and for each type we introduce several representative algorithms. We also compare the regrets and assumptions between these algorithms.

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