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Oct, 2014
在线自助Bootstrap的汤普森抽样
Thompson sampling with the online bootstrap
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Dean Eckles, Maurits Kaptein
TL;DR
介绍了一种改进的 Thompson sampling 方法——bootstrap Thompson sampling，通过引入 bootstrap 分布替换后验分布，提高了其在大规模 bandit 问题中的可扩展性和面对误分布的鲁棒性。
Abstract
thompson sampling
provides a solution to
bandit problems
in which new observations are allocated to arms with the posterior probability that an arm is optimal. While sometimes easy to implement and asymptotically
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