Lifting the Information Ratio: An Information-Theoretic Analysis of Thompson Sampling for Contextual Bandits

Aug-14-2025, 08:12:08 GMT–Neural Information Processing Systems

We study the Bayesian regret of the renowned Thompson Sampling algorithm in contextual bandits with binary losses and adversarially-selected contexts.

bandit, contextual bandit, information ratio, (15 more...)

Neural Information Processing Systems

Aug-14-2025, 08:12:08 GMT

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  - Artificial Intelligence
    - Machine Learning > Learning Graphical Models
      - Directed Networks > Bayesian Learning (0.46)
    - Representation & Reasoning > Uncertainty
      - Bayesian Inference (0.46)
  - Data Science (0.69)

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