Adblocking relies on filter lists, which are manually curated and maintained by a small community of filter list authors. This manual process is laborious and does not scale well to a large number of sites and over time. We introduce AutoFR, a reinforcement learning framework to fully automate the process of filter rule creation and evaluation. We design an algorithm based on multi-arm bandits to generate filter rules while controlling the trade-off between blocking ads and avoiding breakage. We test our implementation of AutoFR on thousands of sites in terms of efficiency and effectiveness. AutoFR is efficient: it takes only a few minutes to generate filter rules for a site. AutoFR is also effective: it generates filter rules that can block 86% of the ads, as compared to 87% by EasyList while achieving comparable visual breakage. The filter rules generated by AutoFR generalize well to new and unseen sites. We envision AutoFR to assist the adblocking community in automated filter rule generation at scale.