Post-Contextual-Bandit Inference

• Published in: Advances in neural information processing systems Vol. 34; p. 28548
• Main Authors: Bibaut, Aurélien, Chambaz, Antoine, Dimakopoulou, Maria, Kallus, Nathan, van der Laan, Mark
• Format: Journal Article
• Language: English
• Published: United States 01.12.2021

Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even best policies. To support credible inference on novel intervent...