A Tutorial on Thompson Sampling

DOI10.1561/2200000070zbMath1409.62024arXiv1707.02038OpenAlexW4206547457WikidataQ129533275 ScholiaQ129533275MaRDI QIDQ4556183

Zheng Wen, Benjamin van Roy, Daniel J. Russo, Ian Osband, Abbas Kazerouni

Publication date: 23 November 2018

Published in: Foundations and Trends® in Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.02038

zbMATH Keywords

Thompson samplingonline decision problems

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sequential statistical design (62L05) Probabilistic games; gambling (91A60) General considerations in statistical decision theory (62C05)

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