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Causal Bandits: Learning Good Interventions via Causal Inference

Lattimore, Finnian Rachel; Lattimore, Tor; Reid, Mark

Description

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit feedback that is not exploited by existing approaches. We propose a new algorithm that exploits the causal feedback and prove a bound on its simple regret that is strictly better (in all quantities) than algorithms that do not use the additional causal...[Show more]

CollectionsANU Research Publications
Date published: 2016
Type: Conference paper
URI: http://hdl.handle.net/1885/186528
Source: Advances in Neural Information Processing Systems 29: 30th Annual Conference on Neural Information Processing Systems 2016

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