Inference for Batched Bandits

NIPS 2020, 2020.

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We develop methods for inference regarding the treatment effect on data collected in batches using a bandit algorithm

Abstract:

As bandit algorithms are increasingly utilized in scientific studies, there is an associated increasing need for reliable inference methods based on the resulting adaptively-collected data. In this work, we develop methods for inference regarding the treatment effect on data collected in batches using a bandit algorithm. We focus on the...More

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