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Everything about Thompson sampling
Type of heuristic technique
Thompson sampling, named after William Rae Thompson, is a heuristic for choosing actions that address the exploration–exploitation dilemma in the multi-armed bandit problem. It consists of choosing the action that maximizes the expected reward with respect to a randomly drawn belief. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Thompson samplingA 5-minute orientation
- Skim a recent paper: Thompson Sampling─An Efficient Method for Searching Ultralarge Synthesis on Demand DatabasesInfluential work since 2022
- Pick up a classic book: Film artThe most-reprinted book on the subject
- Read the landmark paper: A Tutorial on Thompson SamplingCited 426 times
- Go sideways: Point estimationA closely related topic
- Go sideways: Bernstein–von Mises theoremA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
A Tutorial on Thompson Sampling
Online Network Revenue Management Using Thompson Sampling
Near-Optimal Regret Bounds for Thompson Sampling
Linear Thompson sampling revisited
Sliding-Window Thompson Sampling for Non-Stationary Settings
Spectral Thompson Sampling
Rate Adaptation With Thompson Sampling in 802.11ac WLAN
IntelligentPooling: practical Thompson sampling for mHealth
🆕 Influential since 2022
Thompson Sampling─An Efficient Method for Searching Ultralarge Synthesis on Demand Databases
A Bayesian Partially Observable Online Change Detection Approach with Thompson Sampling
Feel-Good Thompson Sampling for Contextual Bandits and Reinforcement Learning
Dynamic metaheuristic selection via Thompson Sampling for online optimization
Thompson Sampling-Based Dynamic Spectrum Access in Non-Stationary Environments
📚 Books worth reading
Film artDavid Bordwell, Kristin Thompson · 1979- 📕SamplingSteven K. Thompson · 2012
Child welfare professionals and incest familiesIngrid Thompson-Cooper · 2001- 📕Theory of Sample SurveysThompson, M. · 2020
- 📕Analytical Methods for Drinking WaterPhilippe Quevauviller, K. Clive Thompson · 2005
- 📕Limitations of Single Water Samples in Representing Mean Water QualityCanada. Environment Canada. Inland Waters Directorate. · 1976
The life of Jean-Jacques OlierEdward Healy Thompson · 1885- 📕Tutorial on Thompson SamplingDaniel J. Russo, Benjamin Van Roy · 2018
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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