An Efficient Algorithm For Generalized Linear Bandit: Online Stochastic Gradient Descent and Thompson Sampling

Qin Ding 0002, Cho-Jui Hsieh, James Sharpnack. An Efficient Algorithm For Generalized Linear Bandit: Online Stochastic Gradient Descent and Thompson Sampling. In Arindam Banerjee 0001, Kenji Fukumizu, editors, The 24th International Conference on Artificial Intelligence and Statistics, AISTATS 2021, April 13-15, 2021, Virtual Event. Volume 130 of Proceedings of Machine Learning Research, pages 1585-1593, PMLR, 2021. [doi]

Abstract

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