
TS-GLR: an Adaptive Thompson Sampling for the Switching Multi-Armed Bandit Problem
Author(s) -
Réda Alami,
Oussama Azizi
Publication year - 2020
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - computer science , thompson sampling , sampling (signal processing) , adaptive sampling , multi armed bandit , artificial intelligence , mathematics , telecommunications , statistics , machine learning , bayesian probability , detector , monte carlo method , regret