2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information

2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information
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Paper Detail

Paper IDMLSP-25.3
Paper Title ONLINE HYPER-PARAMETER TUNING FOR THE CONTEXTUAL BANDIT
Authors Djallel Bouneffouf, IBM Research, United States; Emmanuelle Claeys, Strasbourg University, United States
SessionMLSP-25: Reinforcement Learning 1
LocationGather.Town
Session Time:Thursday, 10 June, 13:00 - 13:45
Presentation Time:Thursday, 10 June, 13:00 - 13:45
Presentation Poster
Topic Machine Learning for Signal Processing: [MLR-REI] Reinforcement learning
IEEE Xplore Open Preview  Click here to view in IEEE Xplore
Abstract We study here the problem of learning the exploration exploitation trad-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a parameter that is tuned by the user. However, our proposed algorithm learn to choose the right exploration parameters in an online manner based on the observed context, and the immediate reward received for the chosen action. We have presented here two algorithms that uses a bandit to find the optimal exploration of the contextual bandit algorithm, which we hope is the first step toward the automation of the multi-armed bandit algorithm.