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You're reading from  Mastering Reinforcement Learning with Python

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Published inDec 2020
Reading LevelBeginner
PublisherPackt
ISBN-139781838644147
Edition1st Edition
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Enes Bilgin
Enes Bilgin
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Enes Bilgin

Enes Bilgin works as a senior AI engineer and a tech lead in Microsoft's Autonomous Systems division. He is a machine learning and operations research practitioner and researcher with experience in building production systems and models for top tech companies using Python, TensorFlow, and Ray/RLlib. He holds an M.S. and a Ph.D. in systems engineering from Boston University and a B.S. in industrial engineering from Bilkent University. In the past, he has worked as a research scientist at Amazon and as an operations research scientist at AMD. He also held adjunct faculty positions at the McCombs School of Business at the University of Texas at Austin and at the Ingram School of Engineering at Texas State University.
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Using function approximation for action

In our online advertising examples so far, we have assumed to have a fixed set of ads (actions/arms) to choose from. However, in many applications of contextual bandits, the set of available actions change over time. Take the example of a modern advertising network that uses an ad server to match ads to websites/apps. This is a very dynamic operation which involves, leaving the pricing aside, three major components:

  • Website/app content,
  • Viewer/user profile,
  • Ad inventory.

Previously, we considered only the user profile for the context. An ad server needs to take the website/app content into account additionally, but this does not really change the structure of problem we solved before. However, now, we cannot use a separate model for each ad since the ad inventory is dynamic. We handle this by using a single model to which we feed ad features. This is illustrated in Figure 5.

Figure 3.5 –...

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Mastering Reinforcement Learning with Python
Published in: Dec 2020Publisher: PacktISBN-13: 9781838644147

Author (1)

author image
Enes Bilgin

Enes Bilgin works as a senior AI engineer and a tech lead in Microsoft's Autonomous Systems division. He is a machine learning and operations research practitioner and researcher with experience in building production systems and models for top tech companies using Python, TensorFlow, and Ray/RLlib. He holds an M.S. and a Ph.D. in systems engineering from Boston University and a B.S. in industrial engineering from Bilkent University. In the past, he has worked as a research scientist at Amazon and as an operations research scientist at AMD. He also held adjunct faculty positions at the McCombs School of Business at the University of Texas at Austin and at the Ingram School of Engineering at Texas State University.
Read more about Enes Bilgin