Online Policy Learning and Inference by Matrix Completion
通过矩阵补全开展在线策略学习与推断
Is it possible to make online decisions when personalized covariates are unavailable? We take a collaborative-filtering approach for decision-making based on collective preferences. By assuming low-dimensional latent features, we formulate the covariate-free decision-making problem as a matrix completion bandit. We propose a policy learning procedure that combines an ε-greedy policy for decision-making with an online gradient descent algorithm for bandit parameter…