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ConceptThompson Sampling

Thompson Sampling

An acquisition function in Bayesian optimization that samples a function path from the posterior distribution and selects the optimum point along that path for the next round of evaluation.

Timeline (last 90 days)

Oct 14

Standard Bayesian optimization acquisition functions (such as GP-UCB, EI, Thompson sampling) are almost all designed to minimize cumulative regret, and therefore naturally favor exploitation over exploration.

Unverified50%
Aug 29

强化学习探索-利用权衡的经典解决方法包括ε-贪心策略、UCB、Thompson采样和内在好奇心驱动

Unverified50%

All Facts (2)

Unverified

Standard Bayesian optimization acquisition functions (such as GP-UCB, EI, Thompson sampling) are almost all designed to minimize cumulative regret, and therefore naturally favor exploitation over exploration.

50%Unverified

强化学习探索-利用权衡的经典解决方法包括ε-贪心策略、UCB、Thompson采样和内在好奇心驱动

50%

Source Articles

Gaussian Process Bandit Optimization: Exploration Strategies and Inference Regret GuaranteesOct 14