Feedback graph regret bounds for Thompson Sampling and UCB

23 May 2019Thodoris LykourisEva TardosDrishti Wali

We study the stochastic multi-armed bandit problem with the graph-based feedback structure introduced by Mannor and Shamir. We analyze the performance of the two most prominent stochastic bandit algorithms, Thompson Sampling and Upper Confidence Bound (UCB), in the graph-based feedback setting... (read more)

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