Research map / Probabilistic and scientific modeling / Variational and generative sampling
Ensemble Sampling
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Ensemble sampling (adding ensemble of models, sampled uniformly) instead of epsilon-greedy | single neuron bandit · single neuron bandit, K=100 actions | instant regret: orders of magnitude lower regret with 50 models | Helped |
| Increase ensemble size from 10 to 50 models (ablation) | ensemble sampling on single neuron bandit · single neuron bandit | instant regret | Helped |
| Ensemble sampling instead of dropout-based approximate Thompson sampling | two-layer neural network bandit · two-layer neural network bandit | instant regret | Helped |
| Dropout-based approximation to posterior (instead of epsilon-greedy) | two-layer neural network bandit · two-layer neural network bandit | instant regret | Hurt |
| Annealing epsilon schedule instead of fixed epsilon in epsilon-greedy (ablation) | two-layer neural network bandit · two-layer neural network bandit | instant regret | Helped |
| Increase ensemble size (more models) for Gaussian bandit (ablation) | ensemble sampling on independent Gaussian bandit · Gaussian bandit 50 arms | per-period regret | Helped |
| Ensemble size needed to approximate Thompson sampling grows with number of actions | ensemble sampling on independent Gaussian bandits · Gaussian bandits varying arms, T=2000, eps=0.03 | minimum number of models | No clear effect |
Closest papers by meaning
- An Analysis of Ensemble Sampling (NeurIPS 2022 · similarity 0.91)
- Thompson Sampling via Local Uncertainty (ICML 2020 · similarity 0.88)
- On Approximate Thompson Sampling with Langevin Algorithms (ICML 2020 · similarity 0.88)
- Feel-Good Thompson Sampling for Contextual Bandits: a Markov Chain Monte Carlo Showdown (NeurIPS 2025 · similarity 0.85)
- Scalable Exploration via Ensemble++ (NeurIPS 2025 · similarity 0.85)
- $\mathtt{VITS}$ : Variational Inference Thompson Sampling for contextual bandits (ICML 2024 · similarity 0.84)
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