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Further Optimal Regret Bounds for Thompson Sampling
Further Optimal Regret Bounds Thompson Sampling
2012/11/23
Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several s...
Thompson Sampling for Contextual Bandits with Linear Payoffs
Thompson Sampling Contextual Bandits Linear Payoffs
2012/11/23
Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several s...