Racing Thompson an Efficient Algorithm for Thompson Sampling with Non-conjugate Priors

RacingThompson:anEfficientAlgorithmforThompsonSamplingwithNon-conjugatePriorsYichiZhou1JunZhu1JingweZhuo1AbstractAsoneofthemostimportantproblemsinlearninganddecision-makinginunknownenvironments,MAB...