Search Results for author: Che-Yu Liu

Found 3 papers, 0 papers with code

On the Prior Sensitivity of Thompson Sampling

no code implementations10 Jun 2015 Che-Yu Liu, Lihong Li

The empirically successful Thompson Sampling algorithm for stochastic bandits has drawn much interest in understanding its theoretical properties.

Thompson Sampling

Most Correlated Arms Identification

no code implementations23 Apr 2014 Che-Yu Liu, Sébastien Bubeck

We study the problem of finding the most mutually correlated arms among many arms.

Prior-free and prior-dependent regret bounds for Thompson Sampling

no code implementations NeurIPS 2013 Sébastien Bubeck, Che-Yu Liu

Building on the techniques of Audibert and Bubeck [2009] and Russo and Roy [2013] we first show that Thompson Sampling attains an optimal prior-free bound in the sense that for any prior distribution its Bayesian regret is bounded from above by $14 \sqrt{n K}$.

Thompson Sampling

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