A modular reduction from budget-constrained contextual bandits with adversarial contexts to unconstrained bandits via surrogate rewards, yielding improved guarantees and an efficient algorithm based on SquareCB.
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Constrained Contextual Bandits with Adversarial Contexts
A modular reduction from budget-constrained contextual bandits with adversarial contexts to unconstrained bandits via surrogate rewards, yielding improved guarantees and an efficient algorithm based on SquareCB.