Linear Thompson Sampling Revisited

20 Nov 2016Marc AbeilleAlessandro Lazaric

We derive an alternative proof for the regret of Thompson sampling (\ts) in the stochastic linear bandit setting. While we obtain a regret bound of order $\widetilde{O}(d^{3/2}\sqrt{T})$ as in previous results, the proof sheds new light on the functioning of the \ts... (read more)

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