Learning and Optimization for Sequential Decision Making 02 / 01 / 16 Lecture 4 : Thompson Sampling ( part 1 )

IEOR 8100-001: Learning and Optimization for Sequential Decision Making 02/03/16 Lecture 5: Thomposon Sampling (part II): Regret bounds proofs

We describe the main technical difficulties in the proof for TS algorithm as compared to the UCB algorithm. In UCB algorithm, the suboptimal arm 2 will be played at time t, if its UCB value is higher, i.e. if UCB2,t−1 > UCB1,t−1. If we have pulled arm 2 for some amount of times Ω( log(T ) ∆2 ), then with a high probability this will not happen. This is because after n2,t ≥ Ω(log(T )/∆), using c...

IEOR 8100-001: Learning and Optimization for Sequential Decision Making 04/06/16 Lecture 21: Learning and optimization for sequential decision making

The End of Optimism

Stochastic linear bandits are a natural and simple generalisation of finite-armed bandits with numerous practical applications. Current approaches focus on generalising existing techniques for finite-armed bandits, notably the optimism principle and Thompson sampling. Prior analysis has mostly focussed on the worst-case setting. We analyse the asymptotic regret and show matching upper and lower...

Deep Bayesian Bandits Showdown: An Empirical Comparison of Bayesian Deep Networks for Thompson Sampling

Recent advances in deep reinforcement learning have made significant strides in performance on applications such as Go and Atari games. However, developing practical methods to balance exploration and exploitation in complex domains remains largely unsolved. Thompson Sampling and its extension to reinforcement learning provide an elegant approach to exploration that only requires access to post...

The Effect of Lecture in comparison with Lecture and Problem Based Learning on Nursing Students Self-Efficacy in Najafabad Islamic Azad University

Introduction: Self-efficacy has an important role in applying scientific and professional knowledge and skills. Teaching methods can develop different skills such as decision making capability. The aim of this study was to determine the effect of teaching method of lecture in comparison with lecture and problem based learning on nursing students self-efficacy in Najafabad Islamic Azad Universit...