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2020 COLT COLT 2020

Open Problem: Model Selection for Contextual Bandits

In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.

🌉 Interdisciplinary Bridge - Artificial Intelligence and Mathematics & Optimization
🐣 Hot Topic Early Bird - model selection

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