Construct · 1 fields · 1 citations

Thompson sampling: a standalone construct

One name. One construct. A landmark on the map.

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Operations research

choosing actions by sampling from the posterior chance that each one is best, balancing exploration and exploitation.

In operations research, Thompson sampling refers to choosing actions by sampling from the posterior chance that each one is best, balancing exploration and exploitation. This meaning comes from Thompson (1933) in Biometrika.[1]

Unit
Recovery means
Measured by

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Nearby constructs

bandit4 fields · 6 citationsjingle · one word, four constructs chance4 fields · 6 citationsjingle · one word, four constructs exploitation6 fields · 6 citationsjingle · one word, six constructs

References

Thompson, W. R. (1933). On the Likelihood That One Unknown Probability Exceeds Another in View of the Evidence of Two Samples. Biometrika, 25(3-4), 285-294. https://doi.org/10.1093/biomet/25.3-4.285

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