Demonstration codes of the paper "CORe: Capitalizing On Rewards in Bandit Exploration", which is accepted by UAI'21.
We apply CORe to both multi-armed bandit and linear bandit settings and compare it with several popular baselines.
If you find this repo useful, please cite our paper below.
@InProceedings{pmlr-v161-wang21c,
title = {CORe: Capitalizing On Rewards in Bandit Exploration},
author = {Wang, Nan and Kveton, Branislav and Karimzadehgan, Maryam},
booktitle = {Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence},
pages = {1968--1978},
year = {2021},
editor = {de Campos, Cassio and Maathuis, Marloes H.},
volume = {161},
series = {Proceedings of Machine Learning Research},
month = {27--30 Jul},
publisher = {PMLR},
pdf = {https://proceedings.mlr.press/v161/wang21c/wang21c.pdf},
url = {https://proceedings.mlr.press/v161/wang21c.html},
}