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Research map / Bandits and online learning / Contextual bandits and Thompson sampling

MOTS: Minimax Optimal Thompson Sampling

ICML 2021 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Thompson sampling analysis · 8 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use clipped Gaussian sampling with an adaptive clipping thresholdThompson sampling · 1-subGaussian K-armed banditproblem-independent regret: O(\sqrt{KT})Helped
Use clipped 𝒥 sampling instead of clipped Gaussian sampling (ablation)MOTS · Gaussian K-armed banditproblem-independent regret: O\bigg(\sqrt{KT}+\sum_{i=2}^K \Delta_i\bigg)Helped
Use clipped 𝒥 sampling instead of clipped Gaussian sampling (ablation)MOTS · Gaussian bandit, K=50, ε=0.2, T=10^7regret: 9615 -> 9245Helped
Use clipped Gaussian sampling with ρ∈(1/2,1) rather than ρ=1Thompson sampling · K-armed banditproblem-independent regret: O(\sqrt{KT\log K}) -> O(\sqrt{KT})Helped
Use time-varying ρ to approach 1 (ablation)MOTS · 1-subGaussian K-armed banditasymptotic regret rate: \sum_{i:\Delta_i>0}\frac{2}{\rho \Delta_i} -> \sum_{i:\Delta_i>0}\frac{2}{\Delta_i}Helped

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