Poster
An Empirical Evaluation of Thompson Sampling
Olivier Chapelle · Lihong Li
Thompson sampling is one of oldest heuristic to address the exploration / exploitation trade-off, but it is surprisingly not very popular in the literature. We present here some empirical results using Thompson sampling on simulated and real data, and show that it is highly competitive. And since this heuristic is very easy to implement, we argue that it should be part of the standard baselines to compare against.
Author Information
Olivier Chapelle (Google)
Lihong Li (Google Research)
More from the Same Authors
-
2019 Workshop: The Optimization Foundations of Reinforcement Learning »
Bo Dai · Niao He · Nicolas Le Roux · Lihong Li · Dale Schuurmans · Martha White -
2019 Poster: A Kernel Loss for Solving the Bellman Equation »
Yihao Feng · Lihong Li · Qiang Liu -
2019 Poster: DualDICE: Behavior-Agnostic Estimation of Discounted Stationary Distribution Corrections »
Ofir Nachum · Yinlam Chow · Bo Dai · Lihong Li -
2019 Spotlight: DualDICE: Behavior-Agnostic Estimation of Discounted Stationary Distribution Corrections »
Ofir Nachum · Yinlam Chow · Bo Dai · Lihong Li -
2018 Poster: Breaking the Curse of Horizon: Infinite-Horizon Off-Policy Estimation »
Qiang Liu · Lihong Li · Ziyang Tang · Dengyong Zhou -
2018 Spotlight: Breaking the Curse of Horizon: Infinite-Horizon Off-Policy Estimation »
Qiang Liu · Lihong Li · Ziyang Tang · Dengyong Zhou -
2018 Poster: Adversarial Attacks on Stochastic Bandits »
Kwang-Sung Jun · Lihong Li · Yuzhe Ma · Jerry Zhu -
2017 Workshop: From 'What If?' To 'What Next?' : Causal Inference and Machine Learning for Intelligent Decision Making »
Ricardo Silva · Panagiotis Toulis · John Shawe-Taylor · Alexander Volfovsky · Thorsten Joachims · Lihong Li · Nathan Kallus · Adith Swaminathan -
2017 Poster: Q-LDA: Uncovering Latent Patterns in Text-based Sequential Decision Processes »
Jianshu Chen · Chong Wang · Lin Xiao · Ji He · Lihong Li · Li Deng -
2016 Poster: Active Learning with Oracle Epiphany »
Tzu-Kuo Huang · Lihong Li · Ara Vartanian · Saleema Amershi · Jerry Zhu -
2013 Workshop: What Difference Does Personalization Make? »
Dilan Gorur · Romer Rosales · Olivier Chapelle · Dorota Glowacka -
2010 Spotlight: Learning from Logged Implicit Exploration Data »
Alex Strehl · Lihong Li · John Langford · Sham M Kakade -
2010 Poster: Learning from Logged Implicit Exploration Data »
Alexander L Strehl · John Langford · Lihong Li · Sham M Kakade -
2010 Poster: Parallelized Stochastic Gradient Descent »
Martin A Zinkevich · Markus Weimer · Alexander Smola · Lihong Li -
2008 Workshop: Beyond Search: Computational Intelligence for the Web (day 2) »
Anton Schwaighofer · Junfeng Pan · Thomas Borchert · Olivier Chapelle · Joaquin Quiñonero Candela -
2008 Workshop: Beyond Search: Computational Intelligence for the Web (day 1) »
Anton Schwaighofer · Junfeng Pan · Thomas Borchert · Olivier Chapelle · Joaquin Quiñonero Candela -
2008 Poster: Sparse Online Learning via Truncated Gradient »
John Langford · Lihong Li · Tong Zhang -
2008 Poster: Tighter Bounds for Structured Estimation »
Olivier Chapelle · Chuong B Do · Quoc V Le · Alexander Smola · Choon Hui Teo -
2008 Spotlight: Sparse Online Learning via Truncated Gradient »
John Langford · Lihong Li · Tong Zhang -
2008 Poster: Large Margin Taxonomy Embedding for Document Categorization »
Kilian Q Weinberger · Olivier Chapelle -
2008 Spotlight: Large Margin Taxonomy Embedding for Document Categorization »
Kilian Q Weinberger · Olivier Chapelle -
2007 Workshop: Machine Learning for Web Search »
Denny Zhou · Olivier Chapelle · Thorsten Joachims · Thomas Hofmann -
2007 Poster: An Analysis of Inference with the Universum »
Fabian H Sinz · Olivier Chapelle · Alekh Agarwal · Bernhard Schölkopf -
2007 Spotlight: An Analysis of Inference with the Universum »
Fabian H Sinz · Olivier Chapelle · Alekh Agarwal · Bernhard Schölkopf -
2007 Poster: A General Boosting Method and its Application to Learning Ranking Functions for Web Search »
Zhaohui Zheng · Hongyuan Zha · Tong Zhang · Olivier Chapelle · Keke Chen · Gordon Sun -
2007 Spotlight: Learning with Transformation Invariant Kernels »
Christian Walder · Olivier Chapelle -
2007 Poster: Learning with Transformation Invariant Kernels »
Christian Walder · Olivier Chapelle -
2006 Poster: Implicit Surfaces with Globally Regularised and Compactly Supported Basis Functions »
Christian Walder · Bernhard Schölkopf · Olivier Chapelle -
2006 Poster: An Efficient Method for Gradient-Based Adaptation of Hyperparameters in SVM Models »
Sathiya Selvaraj Keerthi · Vikas Sindhwani · Olivier Chapelle -
2006 Poster: Branch and Bound for Semi-Supervised Support Vector Machines »
Olivier Chapelle · Vikas Sindhwani · Sathiya Selvaraj Keerthi
