Recast contextual bandit problem as causal inference
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Description
I have a contextual bandit problem with (S - state, A - action, R - reward) where S is high-dimensional vector, A is continuous value, R is continuous value, how do I learn optimal mapping function from state to action to maximize reward? It seems the current package can only estimate continuous treatment effect given a control treatment, but O don't have a control treatment. Furthermore, all current estimators don't scale to large data and high dimensional (millions of samples in train / test set, thousands of dimensions). Is there a way to make it more scalable?
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Research direction
The issue names no file, test, or entry point. Start by reviewing the existing continuous-treatment effect estimators and their assumptions, then determine whether contextual bandits, continuous actions, high-dimensional data, and scalability require a new design; completion criteria are not defined in the report.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 15/100