• Corpus ID: 19224657

# Thompson Sampling for the MNL-Bandit

@article{Agrawal2017ThompsonSF,
title={Thompson Sampling for the MNL-Bandit},
author={Shipra Agrawal and Vashist Avadhanula and Vineet Goyal and Assaf J. Zeevi},
journal={ArXiv},
year={2017},
volume={abs/1706.00977}
}
• Published 3 June 2017
• Mathematics, Computer Science
• ArXiv
We consider a sequential subset selection problem under parameter uncertainty, where at each time step, the decision maker selects a subset of cardinality $K$ from $N$ possible items (arms), and observes a (bandit) feedback in the form of the index of one of the items in said subset, or none. Each item in the index set is ascribed a certain value (reward), and the feedback is governed by a Multinomial Logit (MNL) choice model whose parameters are a priori unknown. The objective of the decision…
63 Citations

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