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GuideBoot: Guided Bootstrap for Deep Contextual Bandits [article]

Feiyang Pan, Haoming Li, Xiang Ao, Wei Wang, Yanrong Kang, Ao Tan, Qing He
<span title="2021-07-18">2021</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
In this paper, we introduce Guided Bootstrap (GuideBoot for short), combining the best of both worlds.  ...  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.  ...  In this paper, we propose a novel contextual bandit algorithm named Guided Bootstrap (GuideBoot for short), which combines the best of both Bayesian and non-Bayesian methods.  ... 
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