June 30, Wednesday
12:00 – 14:00
New Algorithms for Contextual Bandits
Computer Science seminar
Lecturer : Lev Reyzin
Affiliation : Yahoo! Research
Location : 202/37
Host : Dr. Aryeh Kontorovich
The problem of deciding which advertisements a publisher should display, given some contextual information about its users, is nicely captured by the contextual bandit setting. In this talk, I will give an overview of the contextual bandit problem (also known as the multiarmed bandit problem with expert advice) and present new algorithms for this setting. I will focus on a couple recent theoretical developments that are bringing us closer to getting similar guarantees in the bandit setting as we have in supervised learning. I will also discuss some generalizations of the contextual bandit problem that are particularly relevant to computational advertising.