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Lifting the Information Ratio: An Information-Theoretic Analysis of
  Thompson Sampling for Contextual Bandits

Lifting the Information Ratio: An Information-Theoretic Analysis of Thompson Sampling for Contextual Bandits

27 May 2022
Gergely Neu
Julia Olkhovskaya
Matteo Papini
Ludovic Schwartz
ArXivPDFHTML

Papers citing "Lifting the Information Ratio: An Information-Theoretic Analysis of Thompson Sampling for Contextual Bandits"

31 / 31 papers shown
Title
On Bits and Bandits: Quantifying the Regret-Information Trade-off
On Bits and Bandits: Quantifying the Regret-Information Trade-off
Itai Shufaro
Nadav Merlis
Nir Weinberger
Shie Mannor
94
0
0
26 May 2024
Contextual Information-Directed Sampling
Contextual Information-Directed Sampling
Botao Hao
Tor Lattimore
Chao Qin
54
14
0
22 May 2022
An Analysis of Ensemble Sampling
An Analysis of Ensemble Sampling
Chao Qin
Zheng Wen
Xiuyuan Lu
Benjamin Van Roy
56
22
0
02 Mar 2022
Jointly Efficient and Optimal Algorithms for Logistic Bandits
Jointly Efficient and Optimal Algorithms for Logistic Bandits
Louis Faury
Marc Abeille
Kwang-Sung Jun
Clément Calauzènes
45
20
0
06 Jan 2022
Gaussian Imagination in Bandit Learning
Gaussian Imagination in Bandit Learning
Yueyang Liu
Adithya M. Devraj
Benjamin Van Roy
Kuang Xu
47
7
0
06 Jan 2022
The Statistical Complexity of Interactive Decision Making
The Statistical Complexity of Interactive Decision Making
Dylan J. Foster
Sham Kakade
Jian Qian
Alexander Rakhlin
137
177
0
27 Dec 2021
Feel-Good Thompson Sampling for Contextual Bandits and Reinforcement
  Learning
Feel-Good Thompson Sampling for Contextual Bandits and Reinforcement Learning
Tong Zhang
32
64
0
02 Oct 2021
Efficient First-Order Contextual Bandits: Prediction, Allocation, and
  Triangular Discrimination
Efficient First-Order Contextual Bandits: Prediction, Allocation, and Triangular Discrimination
Dylan J. Foster
A. Krishnamurthy
58
44
0
05 Jul 2021
Reinforcement Learning, Bit by Bit
Reinforcement Learning, Bit by Bit
Xiuyuan Lu
Benjamin Van Roy
Vikranth Dwaracherla
M. Ibrahimi
Ian Osband
Zheng Wen
40
70
0
06 Mar 2021
Provable Model-based Nonlinear Bandit and Reinforcement Learning: Shelve
  Optimism, Embrace Virtual Curvature
Provable Model-based Nonlinear Bandit and Reinforcement Learning: Shelve Optimism, Embrace Virtual Curvature
Kefan Dong
Jiaqi Yang
Tengyu Ma
43
33
0
08 Feb 2021
Instance-Wise Minimax-Optimal Algorithms for Logistic Bandits
Instance-Wise Minimax-Optimal Algorithms for Logistic Bandits
Marc Abeille
Louis Faury
Clément Calauzènes
103
37
0
23 Oct 2020
Information Directed Sampling for Linear Partial Monitoring
Information Directed Sampling for Linear Partial Monitoring
Johannes Kirschner
Tor Lattimore
Andreas Krause
41
46
0
25 Feb 2020
Improved Optimistic Algorithms for Logistic Bandits
Improved Optimistic Algorithms for Logistic Bandits
Louis Faury
Marc Abeille
Clément Calauzènes
Olivier Fercoq
47
92
0
18 Feb 2020
Beyond UCB: Optimal and Efficient Contextual Bandits with Regression
  Oracles
Beyond UCB: Optimal and Efficient Contextual Bandits with Regression Oracles
Dylan J. Foster
Alexander Rakhlin
139
207
0
12 Feb 2020
Randomized Exploration in Generalized Linear Bandits
Randomized Exploration in Generalized Linear Bandits
Branislav Kveton
Manzil Zaheer
Csaba Szepesvári
Lihong Li
Mohammad Ghavamzadeh
Craig Boutilier
25
96
0
21 Jun 2019
On the Performance of Thompson Sampling on Logistic Bandits
On the Performance of Thompson Sampling on Logistic Bandits
Shi Dong
Tengyu Ma
Benjamin Van Roy
24
39
0
12 May 2019
First-Order Bayesian Regret Analysis of Thompson Sampling
First-Order Bayesian Regret Analysis of Thompson Sampling
Sébastien Bubeck
Mark Sellke
32
16
0
02 Feb 2019
An Information-Theoretic Analysis for Thompson Sampling with Many
  Actions
An Information-Theoretic Analysis for Thompson Sampling with Many Actions
Shi Dong
Benjamin Van Roy
23
49
0
30 May 2018
Analysis of Thompson Sampling for Graphical Bandits Without the Graphs
Analysis of Thompson Sampling for Graphical Bandits Without the Graphs
Fang Liu
Zizhan Zheng
Ness B. Shroff
25
14
0
23 May 2018
PG-TS: Improved Thompson Sampling for Logistic Contextual Bandits
PG-TS: Improved Thompson Sampling for Logistic Contextual Bandits
Bianca Dumitrascu
Karen Feng
Barbara E. Engelhardt
30
41
0
18 May 2018
Information Directed Sampling and Bandits with Heteroscedastic Noise
Information Directed Sampling and Bandits with Heteroscedastic Noise
Johannes Kirschner
Andreas Krause
45
122
0
29 Jan 2018
Ensemble Sampling
Ensemble Sampling
Xiuyuan Lu
Benjamin Van Roy
73
119
0
20 May 2017
Learning to Optimize via Information-Directed Sampling
Learning to Optimize via Information-Directed Sampling
Daniel Russo
Benjamin Van Roy
92
278
0
21 Mar 2014
An Information-Theoretic Analysis of Thompson Sampling
An Information-Theoretic Analysis of Thompson Sampling
Daniel Russo
Benjamin Van Roy
79
423
0
21 Mar 2014
Generalized Thompson Sampling for Contextual Bandits
Generalized Thompson Sampling for Contextual Bandits
Lihong Li
41
23
0
27 Oct 2013
Learning to Optimize Via Posterior Sampling
Learning to Optimize Via Posterior Sampling
Daniel Russo
Benjamin Van Roy
122
697
0
11 Jan 2013
Further Optimal Regret Bounds for Thompson Sampling
Further Optimal Regret Bounds for Thompson Sampling
Shipra Agrawal
Navin Goyal
64
443
0
15 Sep 2012
Thompson Sampling for Contextual Bandits with Linear Payoffs
Thompson Sampling for Contextual Bandits with Linear Payoffs
Shipra Agrawal
Navin Goyal
115
993
0
15 Sep 2012
Thompson Sampling: An Asymptotically Optimal Finite Time Analysis
Thompson Sampling: An Asymptotically Optimal Finite Time Analysis
E. Kaufmann
N. Korda
Rémi Munos
81
585
0
18 May 2012
Efficient Optimal Learning for Contextual Bandits
Efficient Optimal Learning for Contextual Bandits
Miroslav Dudík
Daniel J. Hsu
Satyen Kale
Nikos Karampatziakis
John Langford
L. Reyzin
Tong Zhang
97
300
0
13 Jun 2011
Contextual Bandit Algorithms with Supervised Learning Guarantees
Contextual Bandit Algorithms with Supervised Learning Guarantees
A. Beygelzimer
John Langford
Lihong Li
L. Reyzin
Robert Schapire
OffRL
111
324
0
22 Feb 2010
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