Research map / Bandits and online learning / Contextual bandits and Thompson sampling
Optimality of Thompson Sampling with Noninformative Priors for Pareto Bandits
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use a prior with k ≥ 2 rather than an optimistic prior | STS · Pareto bandits | expected regret | Helped |
| Use k ≤ 1 rather than k ≥ 2 | STS · Pareto bandits | expected regret | Hurt |
| Use k ≤ 0 | STS · Pareto bandits | expected regret | Hurt |
| Add truncation of the shape estimator, replacing the MLE with min(n, MLE) (ablation) | STS with Jeffreys prior (k = 0) · Pareto bandits | expected regret | Helped |
| Add truncation of the shape estimator, replacing the MLE with min(n, MLE) (ablation) | STS with reference prior (k = 1) · Pareto bandits | expected regret | Helped |
| Add truncation of the shape estimator (ablation) | STS, k = 0 · 4-armed Pareto bandit θ₄ | cumulative regret | Helped |
| Add truncation of the shape estimator (ablation) | STS, k = 1 · 4-armed Pareto bandit θ₄ | cumulative regret | No clear effect |
| Add truncation of the shape estimator (ablation) | STS, k = 3 · 4-armed Pareto bandit θ₄ | cumulative regret | Mixed |
| Use optimistic priors with k < 0 rather than k = 0, 1, or 3 | STS · 4-armed Pareto bandit θ₄ | cumulative regret | Hurt |
| Add the proposed truncation procedure (ablation) | STS with k = -1 or k = -3 · 4-armed Pareto bandit θ₄ | cumulative regret | No clear effect |
| Use k = 3 instead of k = 0 | STS · 4-armed Pareto bandit θ₄ | cumulative regret | Helped |
Closest papers by meaning
- The Choice of Noninformative Priors for Thompson Sampling in Multiparameter Bandit Models (AAAI 2024 · similarity 0.95)
- Thompson Sampling with Less Exploration is Fast and Optimal (ICML 2023 · similarity 0.92)
- Only Pay for What Is Uncertain: Variance-Adaptive Thompson Sampling (ICLR 2024 · similarity 0.90)
- Thompson Sampling For Combinatorial Bandits: Polynomial Regret and Mismatched Sampling Paradox (NeurIPS 2024 · similarity 0.90)
- Thompson Sampling for Multi-Objective Linear Contextual Bandit (NeurIPS 2025 · similarity 0.90)
- Feel-Good Thompson Sampling for Contextual Bandits: a Markov Chain Monte Carlo Showdown (NeurIPS 2025 · similarity 0.89)
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