| Presentation | 2020-03-11 Regret analysis of Thompson sampling using a general beta prior Yuto Kawamura, Toshiyuki Tanaka, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | For Bernoulli bandits, the asymptotic optimality of Thompson sampling with the uniform prior in terms of the regret has already been established. However, regret analysis of Thompson sampling with other priors has not been well studied. In this paper, we perform regret analysis of Thompson sampling with the general beta prior and prove its asymptotic optimality. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Bernoulli bandit / Thompson sampling / regret / asymptotic optimality |
| Paper # | IBISML2019-49 |
| Date of Issue | 2020-03-03 (IBISML) |
| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2020/3/10(2days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Kyoto University |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Machine learning, etc. |
| Chair | Hisashi Kashima(Kyoto Univ.) |
| Vice Chair | Masashi Sugiyama(Univ. of Tokyo) / Koji Tsuda(Univ. of Tokyo) |
| Secretary | Masashi Sugiyama(Nagoya Inst. of Tech.) / Koji Tsuda(AIST) |
| Assistant | Tomoharu Iwata(NTT) / Shigeyuki Oba(Kyoto Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Infomation-Based Induction Sciences and Machine Learning |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Regret analysis of Thompson sampling using a general beta prior |
| Sub Title (in English) | |
| Keyword(1) | Bernoulli bandit |
| Keyword(2) | Thompson sampling |
| Keyword(3) | regret |
| Keyword(4) | asymptotic optimality |
| 1st Author's Name | Yuto Kawamura |
| 1st Author's Affiliation | Kyoto University(Kyoto Univ.) |
| 2nd Author's Name | Toshiyuki Tanaka |
| 2nd Author's Affiliation | Kyoto University(Kyoto Univ.) |
| Date | 2020-03-11 |
| Paper # | IBISML2019-49 |
| Volume (vol) | vol.119 |
| Number (no) | IBISML-476 |
| Page | pp.pp.107-112(IBISML), |
| #Pages | 6 |
| Date of Issue | 2020-03-03 (IBISML) |