Exponentiated Gradient LINUCB for Contextual Multi-Armed Bandits

05/10/2013

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by   Djallel Bouneffouf, et al.

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We present Exponentiated Gradient LINUCB, an algorithm for con-textual multi-armed bandits. This algorithm uses Exponentiated Gradient to find the optimal exploration of the LINUCB. Within a deliberately designed offline simulation framework we conduct evaluations with real online event log data. The experimental results demonstrate that our algorithm outperforms surveyed algorithms.