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arXiv stat.ML· Mayand Gulati, Kerong Wang, WeiChen Au·· 1 天前AI 评分12

e-ATS:e-process 授权的 Thompson Sampling 何时可以离开锚点?

When May a Bandit Leave Its Anchor? E-Process-Authorized Thompson Sampling under Non-stationarity

AI 导读

e-process-authorized Thompson sampling(e-ATS)为每个臂维护全历史和折扣 Beta 状态,由 anytime-valid e-process 先授权折扣状态、再用可逆相关性分数控制其影响,未获授权前完全遵循乐观 Thompson sampling(OTS)。

来源:arXiv stat.ML · arxiv.org