Related papers: Thompson sampling with the online bootstrap
Thompson Sampling (TS) has attracted a lot of interest due to its good empirical performance, in particular in the computational advertising. Though successful, the tools for its performance analysis appeared only recently. In this paper,…
Non-stationary multi-armed bandit (NS-MAB) problems have recently received significant attention. NS-MAB are typically modelled in two scenarios: abruptly changing, where reward distributions remain constant for a certain period and change…
We present a novel extension of Thompson Sampling for stochastic sequential decision problems with graph feedback, even when the graph structure itself is unknown and/or changing. We provide theoretical guarantees on the Bayesian regret of…
Thompson sampling for multi-armed bandit problems is known to enjoy favorable performance in both theory and practice. However, it suffers from a significant limitation computationally, arising from the need for samples from posterior…
Online controlled experiments have emerged as industry gold standard for assessing new web features. As new web algorithms proliferate, experimentation platform faces an increasing demand on the velocity of online experiments, which…
In stochastic bandit problems, a Bayesian policy called Thompson sampling (TS) has recently attracted much attention for its excellent empirical performance. However, the theoretical analysis of this policy is difficult and its asymptotic…
Thompson sampling is one of the most popular learning algorithms for online sequential decision-making problems and has rich real-world applications. However, current Thompson sampling algorithms are limited by the assumption that the…
Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…
Thompson Sampling (TS) is widely used to address the exploration/exploitation tradeoff in contextual bandits, yet recent theory shows that it does not explore aggressively enough in high-dimensional problems. Feel-Good Thompson Sampling…
We investigate finite stochastic partial monitoring, which is a general model for sequential learning with limited feedback. While Thompson sampling is one of the most promising algorithms on a variety of online decision-making problems,…
We address multi-armed bandits (MAB) where the objective is to maximize the cumulative reward under a probabilistic linear constraint. For a few real-world instances of this problem, constrained extensions of the well-known Thompson…
In this paper, we propose a Thompson Sampling algorithm for \emph{unimodal} bandits, where the expected reward is unimodal over the partially ordered arms. To exploit the unimodal structure better, at each step, instead of exploration from…
Thompson sampling (TS) is a class of algorithms for sequential decision-making, which requires maintaining a posterior distribution over a model. However, calculating exact posterior distributions is intractable for all but the simplest…
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…
In this paper, we study the application of the Thompson sampling (TS) methodology to the stochastic combinatorial multi-armed bandit (CMAB) framework. We first analyze the standard TS algorithm for the general CMAB model when the outcome…
We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…
Offline-to-online learning aims to improve online decision-making by leveraging offline logged data. A central challenge in this setting is the distribution shift between offline and online environments. While some existing works attempt to…
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.…
Motivated by the pressing need for efficient optimization in online recommender systems, we revisit the cascading bandit model proposed by Kveton et al. (2015). While Thompson sampling (TS) algorithms have been shown to be empirically…
We consider the multiarm bandit problems in the timevarying dynamic system for rich structural features. For the nonlinear dynamic model, we propose the approximate inference for the posterior distributions based on Laplace Approximation.…