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stat.ML2023
Ensemble sampling for linear bandits: small ensembles suffice
David Janz, Alexander E. Litvak, Csaba Szepesvári
We provide the first useful and rigorous analysis of ensemble sampling for the stochastic linear bandit setting. In particular, we show that, under standard assumptions, for a -…
cs.LG2023
Exploration via linearly perturbed loss minimisation
David Janz, Shuai Liu, Alex Ayoub +1
We introduce exploration via linear loss perturbations (EVILL), a randomised exploration method for structured stochastic bandit problems that works by solving for the minimiser of…