Name
Title | ||
|---|---|---|
Kolmogorov–Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits |
Abstract | ||
|---|---|---|
We consider the nonstationary multiarmed bandit framework and propose a Kolmogorov–Smirnov (KS) test based Thompson sampling (TS) algorithm named TS-KS that actively detects change points and resets the TS parameters once a change is detected. In particular, for the two-armed bandit case, we derive bounds on the number of samples of the reward distribution to detect the chan... |
Year | DOI | Venue |
|---|---|---|
2022 | 10.1109/TAI.2021.3121653 | IEEE Transactions on Artificial Intelligence |
Keywords | DocType | Volume |
Change detection algorithms,Portfolios,Heuristic algorithms,Task analysis,Optimization,Clinical trials,Artificial intelligence | Journal | 3 |
Issue | Citations | PageRank |
1 | 0 | 0.34 |
References | Authors | |
0 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Gourab Ghatak | 1 | 0 | 0.34 |
| Hardhik Mohanty | 2 | 0 | 0.34 |
| Aniq Ur Rahman | 3 | 0 | 0.34 |