no code implementations • 10 Jun 2015 • Che-Yu Liu, Lihong Li
The empirically successful Thompson Sampling algorithm for stochastic bandits has drawn much interest in understanding its theoretical properties.
no code implementations • 23 Apr 2014 • Che-Yu Liu, Sébastien Bubeck
We study the problem of finding the most mutually correlated arms among many arms.
no code implementations • NeurIPS 2013 • Sébastien Bubeck, Che-Yu Liu
Building on the techniques of Audibert and Bubeck [2009] and Russo and Roy [2013] we first show that Thompson Sampling attains an optimal prior-free bound in the sense that for any prior distribution its Bayesian regret is bounded from above by $14 \sqrt{n K}$.