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Mikhail Konobeev

2 accepted papers

2021

Meta-Thompson Sampling

ICML 2021spotlight

Efficient exploration in bandits is a fundamental online learning problem. We propose a variant of Thompson sampling that learns to explore better as it interacts with bandit instances drawn from an unknown prior. The algorithm meta-learns the prior and thus we call it MetaTS. We propose several eff…

Cited by 84SourcePDFScholar