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Mar, 2018
组合半臂老虎机的汤普森抽样
Thompson Sampling for Combinatorial Semi-Bandits
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Siwei Wang, Wei Chen
TL;DR
本文研究了Thompson采样方法在随机组合多臂赌博机框架中的应用,分析了多种算法的累积遗憾,并给出了上限界以及其他算法之间的比较结果。
Abstract
We study the application of the
thompson sampling
(TS) methodology to the stochastic
combinatorial multi-armed bandit
(CMAB) framework. We analyze the standard TS algorithm for the general CMAB, and obtain the fi
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