Contextual Bandit

SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates featured image
Contextual Bandit

SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates

Personalized services are central to today's digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: …

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Wenjia Wang
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Dynamic Selection in Algorithmic Decision-making featured image
Self-Fulfilling Bias

Dynamic Selection in Algorithmic Decision-making

This paper identifies and addresses dynamic selection problems in online learning algorithms with endogenous data. In a contextual multi-armed bandit model, a novel bias …

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Jin Li
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