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stat.ML2024
An Information-Theoretic Analysis of Thompson Sampling for Logistic Bandits
Amaury Gouverneur, Borja Rodríguez-Gálvez, Tobias J. Oechtering +1
We study the performance of the Thompson Sampling algorithm for logistic bandit problems. In this setting, an agent receives binary rewards with probabilities determined by a logis…
stat.ML2024
A note on generalization bounds for losses with finite moments
Borja Rodríguez-Gálvez, Omar Rivasplata, Ragnar Thobaben +1
This paper studies the truncation method from Alquier [1] to derive high-probability PAC-Bayes bounds for unbounded losses with heavy tails. Assuming that the -th moment is boun…