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Paper Abstract and Keywords
Presentation 2020-03-11 15:35
Regret analysis of Thompson sampling using a general beta prior
Yuto Kawamura, Toshiyuki Tanaka (Kyoto Univ.) IBISML2019-49
Abstract (in Japanese) (See Japanese page) 
(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) 
(in English) Bernoulli bandit / Thompson sampling / regret / asymptotic optimality / / / /  
Reference Info. IEICE Tech. Rep., vol. 119, no. 476, IBISML2019-49, pp. 107-112, March 2020.
Paper # IBISML2019-49 
Date of Issue 2020-03-03 (IBISML) 
ISSN Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF IBISML2019-49

Conference Information
Committee IBISML  
Conference Date 2020-03-10 - 2020-03-11 
Place (in Japanese) (See Japanese page) 
Place (in English) Kyoto University 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Machine learning, etc. 
Paper Information
Registration To IBISML 
Conference Code 2020-03-IBISML 
Language Japanese 
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  
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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.)
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Speaker Author-1 
Date Time 2020-03-11 15:35:00 
Presentation Time 25 minutes 
Registration for IBISML 
Paper # IBISML2019-49 
Volume (vol) vol.119 
Number (no) no.476 
Page pp.107-112 
#Pages 6 
Date of Issue 2020-03-03 (IBISML) 

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