The Department of Statistics and Actuarial Science presents the Fall 2026 Data Science Bootcamps, sponsored by Aegon Transamerica. Each week our distinguished presenters will present on topics including data analytics programming, business communication, and observational data analysis.

This week's Data Science Bootcamp presentation:

Dr. Congrui Yi, Machine Learning Engineer, Pinterest Labs

"Introduction to Contextual Bandits"

Following the introduction to MAB in lecture 1, this lecture continues to cover contextual bandits, which extends the classic MAB by incorporating contextual information, allowing us to handle more complex real world problems and make more informed decisions. We will go through several types of models including LinUCB (Linear Upper Confidence Bound), LinTS (Linear Thompson Sampling), BLIP-TS (Bayesian Linear Probit Regression with TS), Neural Contextual Bandits, etc. Moreover, we will associate each type with examples of industrial applications in areas such as online advertising, recommender systems and dynamic pricing, with a focus on motivations and formulations.