| Paper ID | MLSP-25.3 |
| Paper Title |
ONLINE HYPER-PARAMETER TUNING FOR THE CONTEXTUAL BANDIT |
| Authors |
Djallel Bouneffouf, IBM Research, United States; Emmanuelle Claeys, Strasbourg University, United States |
| Session | MLSP-25: Reinforcement Learning 1 |
| Location | Gather.Town |
| Session Time: | Thursday, 10 June, 13:00 - 13:45 |
| Presentation Time: | Thursday, 10 June, 13:00 - 13:45 |
| Presentation |
Poster
|
| Topic |
Machine Learning for Signal Processing: [MLR-REI] Reinforcement learning |
| IEEE Xplore Open Preview |
Click here to view in IEEE Xplore |
| Virtual Presentation |
Click here to watch in the Virtual Conference |
| Abstract |
We study here the problem of learning the exploration exploitation trad-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a parameter that is tuned by the user. However, our proposed algorithm learn to choose the right exploration parameters in an online manner based on the observed context, and the immediate reward received for the chosen action. We have presented here two algorithms that uses a bandit to find the optimal exploration of the contextual bandit algorithm, which we hope is the first step toward the automation of the multi-armed bandit algorithm. |
