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Generalized Thompson Sampling for Sequential Decision-Making and Causal Inference
Generalized Thompson Sampling Sequential Decision-Making Causal Inference
2013/5/2
Recently, it has been shown how sampling actions from the predictive distribution over the optimal action-sometimes called Thompson sampling-can be applied to solve sequential adaptive control problem...
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...