Flexible and Efficient Contextual Bandits with Heterogeneous Treatment Effect Oracles
借助异质性处理效应估计器构建灵活高效的情境老虎机算法
Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate any function that explains the reward differences between actions, that is, the treatment effects. Motivated by this observation, building on recent work on oracle-based bandit algorithms, we provide the first reduction of contextual…