How to use Categorical variables as context?

[aveshadt]

Hi team, I am working on Contextual MAB, and though the example mentions "subscriber" as 0,1. But I was curious to know if I could use a different categorical variable, lets say with categories=10, so, so 9 additional dummy columns would be made. Will this impact the learning, or it can handle?

Thanks

[skadio]

As you mentioned, for Contextual MAB you need numerical input. For categorical variables, one-hot dummy encoding should work.

A few things to watch out for would be data sparsity (lack of training samples for categories) and if you are using a non-parametric neighborhood policy, the distance metric to calculate similarity between the samples might need attention.

Hope this helps,