Title
Thompson Sampling is Asymptotically Optimal in General Environments.
Abstract
We discuss a variant of Thompson sampling for nonparametric reinforcement learning in countable classes of general stochastic environments. These environments can be non-Markov, non-ergodic, and partially observable. We show that Thompson sampling learns the environment class in the sense that (1) asymptotically its value converges to the optimal value in mean and (2) given a recoverability assumption regret is sublinear.
Year
Venue
DocType
2016
UAI
Conference
Volume
ISBN
Citations 
abs/1602.07905
978-0-9966431-1-5
8
PageRank 
References 
Authors
0.61
19
4
Name
Order
Citations
PageRank
Jan Leike115015.49
Tor Lattimore217429.15
Laurent Orseau314418.23
Marcus Hutter41302132.09