Bayesian Nonparametric Thompson Sampling for Multi-Armed Bandits

arXiv:1808.02932 · stat.ML, cs.LG, stat.CO · Submitted 2018-08-08 · Read on arXiv

stat.ML, cs.LG, stat.CO

Submitted: 2018-08-08

Updated: 2026-10-13

Comments: The software used for this study is publicly available at https://github.com/iurteaga/bandits

Code: https://github.com/iurteaga/bandits

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Regret — 5× in this paper · explained in 3 episodes

Sources

• A Bayesian View of the Poisson-Dirichlet Process
• Bootstrapped Thompson Sampling and Deep Exploration
• A Biologically Plausible Benchmark for Contextual Bandit Algorithms in Precision Oncology Using in vitro Data

Related papers

• Behavior of prediction performance metrics with rare events
• Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
• A Posterior-Dynamics Framework for Imaging Inverse Problems with Pretrained Diffusion Priors
• Efficient quadratic entropy with distance sketches
• Embedding-Bias in Conditional Independence Testing
• From Log-Odds to Shapley Values: An Explanatory Geometry for the Weighted Naive Bayes Classifier