8f0942c43fcfba4cc66a859b9fcb1bba-Supplemental-Conference.pdf

The expected improvement (EI) is a popular technique to handle the tradeoff between exploration andexploitation underuncertainty. Thistechnique hasbeen widely used in Bayesian optimization but it is not applicable for the contextual bandit problem which is a generalization of the standard bandit and Bayesian optimization.