Spectral Thompson Sampling

@inproceedings{Kock2014SpectralTS,
  title={Spectral Thompson Sampling},
  author={Tom{\'a}s Koc{\'a}k and Michal Valko and R{\'e}mi Munos and Shipra Agrawal},
  booktitle={AAAI},
  year={2014}
}
Thompson Sampling (TS) has surged a lot of interest due to its good empirical performance, in particular in the computational advertising. Though successful, the tools for its performance analysis appeared only recently. In this paper, we describe and analyze SpectralTS algorithm for a bandit problem, where the payoffs of the choices are smooth given an… CONTINUE READING