SquareCB: An optimal algorithm for contextual bandits
Channel: Karthik Abinav Sankararaman
Date: 2022-11-21

In this video, I summarize a state-of-the-art contextual bandit algorithm that is mathematically optimal and extremely practical. The content of this video is a high-level summary of the following paper.

Beyond UCB: Optimal and Efficient Contextual Bandits with Regression Oracles - Dylan Foster, Alexander Rakhlin.