Sulgi Kim

Odds-Ratio Thompson Sampling: A Specification and Design Guide for Contrast-Based Multi-Armed Bandits

Batched multi-armed bandits update on a service's own schedule, and the usual implementation carries each arm's absolute reward rate from one update to the next. When the shared level moves between batches, that memory goes stale even though the comparisons between arms may not have. Odds-Ratio Thompson Sampling (OR-TS...