2024
Optimal Exploration is no harder than Thompson Sampling
AISTATS 2024poster
Given a set of arms $\mathcal{Z}\subset \mathbb{R}^d$ and an unknown parameter vector $\theta_\ast\in\mathbb{R}^d$, the pure exploration linear bandits problem aims to return $\arg\max_{z\in \mathcal{Z}} z^{\top}\theta_{\ast}$, with high probability through noisy measurements of $x^{\top}\theta_{\as…