Related papers: Thompson Sampling in Switching Environments with B…

We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the…

In algorithm optimization in reinforcement learning, how to deal with the exploration-exploitation dilemma is particularly important. Multi-armed bandit problem can optimize the proposed solutions by changing the reward distribution to…

Thompson sampling is a heuristic algorithm for the multi-armed bandit problem which has a long tradition in machine learning. The algorithm has a Bayesian spirit in the sense that it selects arms based on posterior samples of reward…

We study the problem of online multi-task learning where the tasks are performed within similar but not necessarily identical multi-armed bandit environments. In particular, we study how a learner can improve its overall performance across…

Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…

Thompson Sampling algorithm is a well known Bayesian algorithm for solving stochastic multi-armed bandit. At each time step the algorithm chooses each arm with probability proportional to it being the current best arm. We modify the…

Thompson Sampling provides an efficient technique to introduce prior knowledge in the multi-armed bandit problem, along with providing remarkable empirical performance. In this paper, we revisit the Thompson Sampling algorithm under rewards…

Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better…

Thompson sampling provides a solution to bandit problems in which new observations are allocated to arms with the posterior probability that an arm is optimal. While sometimes easy to implement and asymptotically optimal, Thompson sampling…

Multi-armed bandit algorithms have been argued for decades as useful for adaptively randomized experiments. In such experiments, an algorithm varies which arms (e.g. alternative interventions to help students learn) are assigned to…

Thompson sampling, a Bayesian method for balancing exploration and exploitation in bandit problems, has theoretical guarantees and exhibits strong empirical performance in many domains. Traditional Thompson sampling, however, assumes…

Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

We study Thompson Sampling algorithms for stochastic multi-armed bandits in the batched setting, in which we want to minimize the regret over a sequence of arm pulls using a small number of policy changes (or, batches). We propose two…

We address the problem of online sequential decision making, i.e., balancing the trade-off between exploiting the current knowledge to maximize immediate performance and exploring the new information to gain long-term benefits using the…

The multi-armed bandit problem is a popular model for studying exploration/exploitation trade-off in sequential decision problems. Many algorithms are now available for this well-studied problem. One of the earliest algorithms, given by W.…

In many real-world problems of real-time monitoring high-dimensional streaming data, one wants to detect an undesired event or change quickly once it occurs, but under the sampling control constraint in the sense that one might be able to…

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

As two popular schools of machine learning, online learning and evolutionary computations have become two important driving forces behind real-world decision making engines for applications in biomedicine, economics, and engineering fields.…

We consider a Bayesian budgeted multi-armed bandit problem, in which each arm consumes a different amount of resources when selected and there is a budget constraint on the total amount of resources that can be used. Budgeted Thompson…