Thompson Sampling Regret Bounds for Contextual Bandits with sub-Gaussian rewards

Amaury Gouverneur, Borja Rodríguez Gálvez, Tobias J. Oechtering, Mikael Skoglund. Thompson Sampling Regret Bounds for Contextual Bandits with sub-Gaussian rewards. In IEEE International Symposium on Information Theory, ISIT 2023, Taipei, Taiwan, June 25-30, 2023. pages 1306-1311, IEEE, 2023. [doi]

Abstract

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