Robust Contextual Bandit via the Capped-$\ell_{2}$ norm

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Zhu, Feiyun; Zhu, Xinliang; Wang, Sheng; Yao, Jiawen; Huang, Junzhou;
(2017)
  • Subject: Statistics - Machine Learning | Computer Science - Learning

This paper considers the actor-critic contextual bandit for the mobile health (mHealth) intervention. The state-of-the-art decision-making methods in mHealth generally assume that the noise in the dynamic system follows the Gaussian distribution. Those methods use the l... View more
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