Contextual Bandit on Financial
5.26Relative Cumulative RegretNeural-SAU-UCB
Evaluation Results
| Method | Links | |
|---|---|---|
| Neural-SAU-UCBBackbone=Neural, Strategy=SAU-UCB2021.05 | 5.26 | |
| Neural-SAU-SBackbone=Neural, Strategy=SAU-Sampling2021.05 | 5.6 | |
| Linear-SAU-UCBBackbone=Linear, Strategy=SAU-UCB2021.05 | 6.51 | |
| Linear-SAU-SBackbone=Linear, Strategy=SAU-Sampling2021.05 | 8.71 | |
| NeuralLinearBackbone=Neural2021.05 | 10.16 | |
| LinearPosteriorBackbone=Linear2021.05 | 10.77 | |
| LinearGreedyBackbone=Linear2021.05 | 15.48 | |
| NeuralGreedyBackbone=Neural2021.05 | 85.85 | |
| Uniform2021.05 | 100 |