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stat.ML2013
Thompson Sampling for Online Learning with Linear Experts
Aditya Gopalan
In this note, we present a version of the Thompson sampling algorithm for the problem of online linear generalization with full information (i.e., the experts setting), studied by…
stat.ML2013★ 10 cited
Thompson Sampling for Complex Bandit Problems
Aditya Gopalan, Shie Mannor, Yishay Mansour
We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each ro…