Thompson Sampling for High-Dimensional Sparse Linear Contextual Bandits.
Sunrit ChakrabortySaptarshi RoyAmbuj TewariPublished in: ICML (2023)
Keyphrases
- sparse linear
- high dimensional
- least squares
- parameter space
- multi armed bandit
- sparse matrix
- low dimensional
- linear models
- low rank
- variable selection
- high dimensionality
- simplex algorithm
- random sampling
- similarity search
- dimensionality reduction
- gene expression data
- sample size
- nearest neighbor
- feature space
- data sets
- np hard