A Tutorial on Thompson Sampling

by Benjamin Van Roy, Abbas Kazerouni, Daniel J Russo

Thompson sampling is an algorithm for online decision problems where actions are taken sequentially in a manner that must balance between exploiting what is known to maximize immediate performance and investing to accumulate new information that may improve future performance. The algorithm addresses a broad range of problems in a computationally efficient manner and is therefore enjoying wide use. A Tutorial on Thompson Sampling covers the algorithm...

• Format: Paperback
• Language: English
• ISBN: 1680834703
• ISBN13: 9781680834703
• Release Date: July 2018
• Publisher: Now Publishers
• Length: 112 Pages
• Weight: 0.38 lbs.
• Dimensions: 0.2" x 6.1" x 9.2"