451 citations · 1.7k across the 73 of their papers we have counts for
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cs.LG2014
Learning to Optimize via Information-Directed Sampling
Daniel Russo, Benjamin Van Roy
We propose information-directed sampling -- a new approach to online optimization problems in which a decision-maker must balance between exploration and exploitation while learnin…
cs.LG2014★ 57 cited
An Information-Theoretic Analysis of Thompson Sampling
Daniel Russo, Benjamin Van Roy
We provide an information-theoretic analysis of Thompson sampling that applies across a broad range of online optimization problems in which a decision-maker must learn from partia…