Gaussian Process with Vine Copula-Based Context Modeling for Contextual Multi-Armed Bandits
We propose a novel contextual multi-armed bandit (CMAB) framework that integrates copula-based context generation with Gaussian Process (GP) regression for reward modeling, addressing complex dependency structures and uncertainty in sequential decision-making. Context vectors are generated using Gau...
| Published in: | Mathematics |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-06-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/13/2058 |