Web: http://arxiv.org/abs/2209.07154

Sept. 16, 2022, 1:13 a.m. | Patrick Saux (CRIStAL, Scool), Odalric-Ambrym Maillard (Scool)

stat.ML updates on arXiv.org arxiv.org

In decision-making problems such as the multi-armed bandit, an agent learns
sequentially by optimizing a certain feedback. While the mean reward criterion
has been extensively studied, other measures that reflect an aversion to
adverse outcomes, such as mean-variance or conditional value-at-risk (CVaR),
can be of interest for critical applications (healthcare, agriculture).
Algorithms have been proposed for such risk-aware measures under bandit
feedback without contextual information. In this work, we study contextual
bandits where such risk measures can be elicited as …

arxiv linear loss risk

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