arXiv Machine Learning By Yanjun Han, Zhengqing Zhou, Zihao Hu, Jose Blanchet, Peter W. Glynn, Yinyu Ye, Zhengyuan Zhou

Sequential Batch Learning in Finite-Action Linear Contextual Bandits

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arXiv:2004. 06321v2 Announce Type: replace Abstract: We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe outcomes for the individuals within a batch at the batch's end.

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