Posterior Tempering Explains Variance Inflation in Linear and Generalized Linear Thompson Sampling

Prateek Jaiswal, Debdeep Pati, Anirban Bhattacharya +1

We study a variant of the Thompson Sampling (TS) algorithm, called $\alpha$-TS, for solving stochastic generalized linear bandit problems. Existing analyses of TS require inflating the…