2 papers
cs.LG2025
Rethinking Langevin Thompson Sampling from A Stochastic Approximation Perspective
Weixin Wang, Haoyang Zheng, Guang Lin +2
Most existing approximate Thompson Sampling (TS) algorithms for multi-armed bandits use Stochastic Gradient Langevin Dynamics (SGLD) or its variants in each round to sample from th…
cs.LG2025
Provable Anytime Ensemble Sampling Algorithms in Nonlinear Contextual Bandits
Jiazheng Sun, Weixin Wang, Pan Xu
We provide a unified algorithmic framework for ensemble sampling in nonlinear contextual bandits and develop corresponding regret bounds for two most common nonlinear contextual ba…