{"doi":"10.1609/aaai.v35i12.17335","title":"An Efficient Algorithm for Deep Stochastic Contextual Bandits","abstract":"In stochastic contextual bandit (SCB) problems, an agent selects an action based on certain observed context to maximize the cumulative reward over iterations. Recently there have been a few studies using a deep neural network (DNN) to predict the expected reward for an action, and the DNN is trained by a stochastic gradient based method. However, convergence analysis has been greatly ignored to examine whether and where these methods converge. In this work, we formulate the SCB that uses a DNN reward function as a non-convex stochastic optimization problem, and design a stage-wised stochastic gradient descent algorithm to optimize the problem and determine the action policy. We prove that with high probability, the action sequence chosen by our algorithm converges to a greedy action policy respecting a local optimal reward function. Extensive experiments have been performed to demonstrate the effectiveness and efficiency of the proposed algorithm on multiple real-world datasets.","journal":"Proceedings of the AAAI Conference on Artificial Intelligence","year":2021,"id":223915,"datarank":0.0,"base_score":0.0,"endowment":0.0,"self_citation_contribution":0.0,"citation_network_contribution":0.0,"self_endowment_contribution":0.0,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":0,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.9471,"is_data_producer":false,"deposit_databanks":null,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2021-01-01","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":518226,"name":"Guannan Liang","orcid":null,"position":1,"is_corresponding":false},{"id":517293,"name":"Chunjiang Zhu","orcid":"0000-0002-5227-3575","position":2,"is_corresponding":false},{"id":324176,"name":"Haining Li","orcid":"0009-0009-5739-2555","position":3,"is_corresponding":false},{"id":517294,"name":"Jinbo Bi","orcid":"0000-0001-6996-4092","position":4,"is_corresponding":false},{"id":712608,"name":"Tan Zhu","orcid":"0000-0002-7836-7852","position":0,"is_corresponding":true}],"reference_count":57,"raw_metadata":null,"created_at":"2026-07-18T23:54:14.760456Z","pmid":null,"pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}