153 citations · 360 across the 23 of their papers we have counts for
14 papers · 1 filter
Variational Bayesian Optimistic Sampling
Brendan O'Donoghue, Tor Lattimore
We consider online sequential decision problems where an agent must balance exploration and exploitation. We derive a set of Bayesian `optimistic' policies which, in the stochastic…
Bandit Phase Retrieval
Tor Lattimore, Botao Hao
We study a bandit version of phase retrieval where the learner chooses actions in the -dimensional unit ball and the expected reward is $\langle A_t, θ_\star\ran…
Information Directed Sampling for Sparse Linear Bandits
Botao Hao, Tor Lattimore, Wei Deng
Stochastic sparse linear bandits offer a practical model for high-dimensional online decision-making problems and have a rich information-regret structure. In this work we explore…
Asymptotically Optimal Information-Directed Sampling
Johannes Kirschner, Tor Lattimore, Claire Vernade +1
We introduce a simple and efficient algorithm for stochastic linear bandits with finitely many actions that is asymptotically optimal and (nearly) worst-case optimal in finite time…
High-Dimensional Sparse Linear Bandits
Botao Hao, Tor Lattimore, Mengdi Wang
Stochastic linear bandits with high-dimensional sparse features are a practical model for a variety of domains, including personalized medicine and online advertising. We derive a…
Information Directed Sampling for Linear Partial Monitoring
Johannes Kirschner, Tor Lattimore, Andreas Krause
Partial monitoring is a rich framework for sequential decision making under uncertainty that generalizes many well known bandit models, including linear, combinatorial and dueling…