Optimistic Bayesian Sampling in Contextual-Bandit Problems.

Benedict C. May Nathan Korda Anthony Lee David S. Leslie

Published in: J. Mach. Learn. Res. (2012)

Keyphrases

bandit problems
exploration exploitation
multi armed bandits
decision problems
contextual information
sequential monte carlo
context sensitive
bayesian networks
markov chain monte carlo
maximum likelihood
posterior probability
random sampling
reinforcement learning
bayesian inference
influence diagrams