Online Decision Making with High-Dimensional Covariates

Hamsa Bastani
Hamsa Bastani

OPERATIONS RESEARCH, pp. 276-294, 2020.

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Abstract:

Big data have enabled decision makers to tailor decisions at the individual level in a variety of domains, such as personalized medicine and online advertising. Doing so involves learning a model of decision rewards conditional on individual-specific covariates. In many practical settings, these covariates are high dimensional; however, t...More

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