Thompson Sampling Algorithms for Mean-Variance Bandits.
Qiuyu ZhuVincent Y. F. TanPublished in: CoRR (2020)
Keyphrases
- data mining algorithms
- data structure
- computational cost
- computational complexity
- times faster
- optimization problems
- data sets
- monte carlo
- orders of magnitude
- computationally efficient
- sampling strategies
- sampled data
- portfolio selection
- combinatorial optimization
- computational efficiency
- theoretical analysis
- simulated annealing
- probability distribution
- significant improvement
- evolutionary algorithm
- image segmentation
- data mining