Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a realizability assumption: there exists a function in a (known) function class, always capable of predicting the expected reward, given the action and context. Under this assumption, we show three things. We present a new algorithm---Regressor Elimination--- with a regret similar to the agnostic setting (i.e. in the absence of realizability assumption). We prove a new lower bound showing no algorithm can achieve superior performance in the worst case even with the realizability assumption. However, we do show that for any set of policies (mapping contexts to actions), there is a distribution over rewards (given context) such that our new algorithm has constant regret unlike the previous approaches.

本研究探讨了一种基于可实现性假设下的上下文强化学习问题，并提出了一种新算法——回归器消除，证明了其在保证可实现性前提下，也具有与不可实现性假设情况相似的遗憾率；同时在任意一组策略的情况下，我们证明了本算法具有恒定遗憾，相对于之前的方法而言。

可预测奖励的情境决策学习