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cs.LG2021
Batched Thompson Sampling
Cem Kalkanli, Ayfer Ozgur
We introduce a novel anytime Batched Thompson sampling policy for multi-armed bandits where the agent observes the rewards of her actions and adjusts her policy only at the end of…
cs.LG2021★ 1 cited
Asymptotic Performance of Thompson Sampling in the Batched Multi-Armed Bandits
Cem Kalkanli, Ayfer Ozgur
We study the asymptotic performance of the Thompson sampling algorithm in the batched multi-armed bandit setting where the time horizon is divided into batches, and the agent i…