Why is Posterior Sampling Better than Optimism for Reinforcement Learning?

Ian Osband, Benjamin Van Roy. Why is Posterior Sampling Better than Optimism for Reinforcement Learning?. In Doina Precup, Yee Whye Teh, editors, Proceedings of the 34th International Conference on Machine Learning, ICML 2017, Sydney, NSW, Australia, 6-11 August 2017. Volume 70 of JMLR Workshop and Conference Proceedings, pages 2701-2710, JMLR.org, 2017. [doi]

Abstract

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