Author

Gregory Valiant

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Jul 2026

Thompson Sampling Is 2-Competitive for Mistakes

It is proved that Thompson sampling makes at most twice the expected number of mistakes (selections of a suboptimal arm) as any other policy, and this result holds under any nonincreasing sequence of round weights, including fixed horizon and geometric discounting.

Mark Sellke, Gregory Valiant · arXiv.org · 0 citations