A Tutorial on Thompson Sampling

ISBN-13: 9781680834703 / Angielski / Miękka / 2018 / 112 str.

Daniel J. Russo; Benjamin Van Roy; Abbas Kazerouni

Spis treści

• 1. Introduction
• 2. Greedy Decisions
• 3. Thompson Sampling for the Bernoulli Bandit
• 4. General Thompson Sampling
• 5. Approximations
• 6. Practical Modeling Considerations
• 7. Further Examples
• 8. Why it Works, When it Fails, and Alternative Approaches
• Acknowledgements
• References