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Contextual Bandits High training time #798

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sj31867 opened this issue Nov 23, 2022 · 0 comments
Open

Contextual Bandits High training time #798

sj31867 opened this issue Nov 23, 2022 · 0 comments
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bandits Anything related to bandits.

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@sj31867
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sj31867 commented Nov 23, 2022

I am trying to train LinUCB and LinTS with arm features. But it seems training time for these models are pretty high, with global features of ~200D and per arm features around ~50D. its taking roughly 50mins ( on CPU ) for 1 million data points.
Is there any way to optimise the training time? Do these model supports GPU training?
@kuanghuei kuanghuei added the bandits Anything related to bandits. label Nov 28, 2022
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@kuanghuei @sj31867