Questions tagged [thompson-sampling]

For questions about Thompson sampling, which is a technique for choosing actions (that addresses the exploration-exploitation dilemma) in the multi-armed bandit and reinforcement learning problems.

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Multi-armed bandits: reducing stochastic multi-armed bandits to bernoulli bandits

Agrawal and Goyal (http://proceedings.mlr.press/v23/agrawal12/agrawal12.pdf page 3) discussed how we can extend Thompson sampling for bernoulli bandits to Thompson sampling for stochastic bandits in ...
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Thompson sampling with Bernoulli prior and non-binary reward update

I am solving a problem for which I have to select the best possible servers (level 1) to hit for a given data. These servers (level 1) in turn hit some other servers (level 2) to complete the request. ...