Department of Statistics, Seoul National University, Shepherd23 Inc.; Department of Industrial Engineering & Artiﬁcial Intelligence Graduate School, UNIST; Department of Statistics, Seoul National University
Wonyoung Kim, Gi-Soo Kim, Myunghee Cho Paik
Linear contextual bandits;Thompson Sampling;Using contexts of all arms;An improved regret bound
Doubly Robust Thompson Sampling with Linear Payoffs