Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2025
|
| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2506.14479 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866912436184940544 |
|---|---|
| author | Kim, Wonyoung |
| author_facet | Kim, Wonyoung |
| contents | In linear contextual bandits, the objective is to select actions that maximize cumulative rewards, modeled as a linear function with unknown parameters. Although Thompson Sampling performs well empirically, it does not achieve optimal regret bounds. This paper proposes a nearly minimax optimal Thompson Sampling for linear contextual bandits by developing a novel estimator with the adaptive augmentation and coupling of the hypothetical samples that are designed for efficient parameter learning. The proposed estimator accurately predicts rewards for all arms without relying on assumptions for the context distribution. Empirical results show robust performance and significant improvement over existing methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_14479 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Adaptive Data Augmentation for Thompson Sampling Kim, Wonyoung Machine Learning In linear contextual bandits, the objective is to select actions that maximize cumulative rewards, modeled as a linear function with unknown parameters. Although Thompson Sampling performs well empirically, it does not achieve optimal regret bounds. This paper proposes a nearly minimax optimal Thompson Sampling for linear contextual bandits by developing a novel estimator with the adaptive augmentation and coupling of the hypothetical samples that are designed for efficient parameter learning. The proposed estimator accurately predicts rewards for all arms without relying on assumptions for the context distribution. Empirical results show robust performance and significant improvement over existing methods. |
| title | Adaptive Data Augmentation for Thompson Sampling |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2506.14479 |