Research map / Bandits and online learning / Contextual bandits and Thompson sampling
Thompson Sampling for High-Dimensional Sparse Linear Contextual Bandits
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use VBTS with a sparsity-inducing prior instead of the compared methods | 2-armed contextual bandit on gravier Breast Carcinoma Data · gravier Breast Carcinoma Data | accuracy (%): 81.20 -> 81.88 | Helped |
| Approximate the posterior with Variational Bayes for Thompson sampling | Thompson sampling on Equicorrelated synthetic data · Equicorrelated synthetic data | mean execution time (seconds): 1344.39 -> 29.33; 1511.68 -> 29.33 | Helped |
| Approximate the posterior with Variational Bayes for Thompson sampling | Thompson sampling on Auto-regressive synthetic data · Auto-regressive synthetic data | mean execution time (seconds): 1346.46 -> 27.65; 1455.53 -> 27.65 | Helped |
| Use VBTS rather than the competing algorithms | Synthetic contextual bandits · Equicorrelated and auto-regressive designs, both coefficient setups | cumulative regret | Helped |
| Use VBTS rather than the compared methods | 2-armed contextual bandit on gravier Breast Carcinoma Data · gravier Breast Carcinoma Data | cumulative regret | Helped |
| Vary the tuning parameter from the constant setting to lambda_t = lambda_* sqrt(t), lambda_* in {0.2, 0.3, 0.4, 0.5} (ablation) | VBTS · Equicorrelated and auto-regressive synthetic data | cumulative regret | No clear effect |
| Increase lambda_* beyond the tested moderate range (ablation) | VBTS variational approximation · Synthetic data | numerical stability | Hurt |
Closest papers by meaning
- Feel-Good Thompson Sampling for Contextual Bandits: a Markov Chain Monte Carlo Showdown (NeurIPS 2025 · similarity 0.93)
- $\mathtt{VITS}$ : Variational Inference Thompson Sampling for contextual bandits (ICML 2024 · similarity 0.91)
- High-dimensional Linear Bandits with Knapsacks (ICML 2024 · similarity 0.91)
- Variance-Aware Feel-Good Thompson Sampling for Contextual Bandits (NeurIPS 2025 · similarity 0.91)
- Thompson Sampling for Multi-Objective Linear Contextual Bandit (NeurIPS 2025 · similarity 0.91)
- Feel-Good Thompson Sampling for Contextual Dueling Bandits (ICML 2024 · similarity 0.90)
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