Finite-Time Regret of Thompson Sampling Algorithms for Exponential Family Multi-Armed Bandits

Tianyuan Jin, Pan Xu 0002, Xiaokui Xiao, Anima Anandkumar. Finite-Time Regret of Thompson Sampling Algorithms for Exponential Family Multi-Armed Bandits. In Sanmi Koyejo, S. Mohamed, A. Agarwal, Danielle Belgrave, K. Cho, A. Oh, editors, Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, NeurIPS 2022, New Orleans, LA, USA, November 28 - December 9, 2022. 2022. [doi]

Authors

Tianyuan Jin

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Pan Xu 0002

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Xiaokui Xiao

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Anima Anandkumar

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