METHOD AND APPARATUS FOR CONTEXTUAL LINEAR BANDITS

摘要

A method of selection that maximizes an expected reward in a contextual multi-armed bandit setting gathers rewards from randomly selected items in a database of items, where the items correspond to arms in a contextual multi-armed bandit setting. Initially, an item is selected at random and is transmitted to a user device which generates a reward. The items and resulting rewards are recorded. Subsequently, a context is generated by the user device which causes a learning and selection engine to calculate an estimate for each arm in the specific context, the estimate calculated using the recorded items and resulting rewards. Using the estimate, an item from the database is selected and transferred to the user device. The selected item is chosen to maximize a probability of a reward from the user device.