Contextual Bandits
TechniqueContextual bandits are a class of online learning algorithms that, given an input context, select an action (arm) and observe a reward for that action, using the reward as a learning signal to maximize cumulative reward over a sequence of inputs. They are a standard approach for recommendation and ranking problems and have been adapted for specialized settings including privacy-preserving multi-party learning, robustness to adversarial action-poisoning, and, as demonstrated by ReFuzz, for selecting and mutating tests in processor hardware fuzzing.
WIKI
Definition
A contextual bandit is an online learner that, on each round, receives an input (the context), selects one of several available actions (arms), and observes a reward only for the chosen arm. The reward serves as a learning signal, and the goal of the algorithm is to maximize the total reward accumulated over the sequence of inputs it observes [Privacy-Preserving Multi-Party Contextual Bandits, arXiv:1910.05299].
Common Applications
NEIGHBORHOOD
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