Thompson Sampling for High-Dimensional Sparse Linear Contextual Bandits.
Sunrit ChakrabortySaptarshi RoyAmbuj TewariPublished in: CoRR (2022)
Keyphrases
- sparse linear
- high dimensional
- least squares
- parameter space
- sparse matrix
- low rank
- random sampling
- high dimensionality
- low dimensional
- dimensionality reduction
- nearest neighbor
- multi armed bandit
- similarity search
- simplex algorithm
- data points
- high dimensional data
- sample size
- variable selection
- linear models
- gene expression data
- feature space
- dimension reduction
- higher order
- active learning