Questions tagged [thompson-sampling]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
1 vote
0 answers
19 views

Data Imbalance in Contextual Bandit with Thompson Sampling

I'm working with the Online Logistic Regression Algorithm (Algorithm 3) of Chapelle and Li in their paper, "An Empirical Evaluation of Thompson Sampling" (https://papers.nips.cc/paper/2011/...
user avatar
  • 11
2 votes
1 answer
20 views

Fast top-n from samples of many different normal distributions

Let's say I have 1 million normal distributions, each with a different mean and stdev. I want to sample from each distribution and take the top 10 samples (for a Thompson sampling application.) Is ...
user avatar
0 votes
0 answers
19 views

How would we set the initial parameters of beta distribution of Thompson sampling if we want to start the model with the existing data?

This was one of the business-related questions from my technical interview last week for a data science position in a recommender system team at a search engine company focusing on advertisement ...
user avatar
  • 221
2 votes
1 answer
103 views

Learning payoffs from variable number of armed bandits

Does there exist a technique, such that while computing the returns of multi-armed bandits, we have the possibility of introducing an extra bandit? If the number of bandits was fixed, we could ...
user avatar
2 votes
0 answers
115 views

Thompson sampling when the reward is not simply one

I am trying to implement a simple simulation of Thompson sampling for pricing inspired by Python code from here. Another very similar/realted post can be found here. The idea is that I have different ...
user avatar
  • 1,346