An Improved Regret Bound for Thompson Sampling in the Gaussian Linear Bandit Setting.

Cem Kalkanli Ayfer Özgür

Published in: ISIT (2020)

Keyphrases

regret bounds
multi armed bandit
lower bound
online learning
linear regression
upper bound
random sampling
maximum likelihood
gaussian mixture model
bregman divergences
nearest neighbor
least squares
convex optimization
gaussian distribution
sampling algorithm