相关论文: Thompson sampling with the online bootstrap
We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…
We derive an alternative proof for the regret of Thompson sampling (\ts) in the stochastic linear bandit setting. While we obtain a regret bound of order $\widetilde{O}(d^{3/2}\sqrt{T})$ as in previous results, the proof sheds new light on…
We propose a new bootstrap-based online algorithm for stochastic linear bandit problems. The key idea is to adopt residual bootstrap exploration, in which the agent estimates the next step reward by re-sampling the residuals of mean reward…
We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…
Thompson Sampling is a well established approach to bandit and reinforcement learning problems. However its use in continuum armed bandit problems has received relatively little attention. We provide the first bounds on the regret of…
Thompson sampling (TS) is a simple, effective stochastic policy in Bayesian decision making. It samples the posterior belief about the reward profile and optimizes the sample to obtain a candidate decision. In continuous optimization, the…
Thompson sampling (TS) is one of the most popular and earliest algorithms to solve stochastic multi-armed bandit problems. We consider a variant of TS, named $\alpha$-TS, where we use a fractional or $\alpha$-posterior ($\alpha\in(0,1)$)…
The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account {\em risk}. In online decision making systems, risk is a…
Restless bandit problems are instances of non-stationary multi-armed bandits. These problems have been studied well from the optimization perspective, where the goal is to efficiently find a near-optimal policy when system parameters are…
In the stochastic multi-armed bandit problem, a randomized probability matching policy called Thompson sampling (TS) has shown excellent performance in various reward models. In addition to the empirical performance, TS has been shown to…
We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…
We consider applying multi-armed bandits to model-assisted designs for dose-finding clinical trials. Multi-armed bandits are very simple and powerful methods to determine actions to maximize a reward in a limited number of trials. Among the…
Multiple-play bandits aim at displaying relevant items at relevant positions on a web page. We introduce a new bandit-based algorithm, PB-MHB, for online recommender systems which uses the Thompson sampling framework. This algorithm handles…
Given a set of arms $\mathcal{Z}\subset \mathbb{R}^d$ and an unknown parameter vector $\theta_\ast\in\mathbb{R}^d$, the pure exploration linear bandit problem aims to return $\arg\max_{z\in \mathcal{Z}} z^{\top}\theta_{\ast}$, with high…
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…
Stochastic rising rested bandit (SRRB) is a setting where the arms' expected rewards increase as they are pulled. It models scenarios in which the performances of the different options grow as an effect of an underlying learning process…
In this paper, we propose a Double Thompson Sampling (D-TS) algorithm for dueling bandit problems. As indicated by its name, D-TS selects both the first and the second candidates according to Thompson Sampling. Specifically, D-TS maintains…
The multi-armed bandit problem forms the foundation for solving a wide range of on-line stochastic optimization problems through a simple, yet effective mechanism. One simply casts the problem as a gambler that repeatedly pulls one out of N…
This study presents two new algorithms for solving linear stochastic bandit problems. The proposed methods use an approach from non-parametric statistics called bootstrapping to create confidence bounds. This is achieved without making any…
Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…