Variable Selection via Thompson Sampling (Revision)
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DOI: 10.1080/01621459.2021.1928514
Abstract: Thompson sampling is a heuristic algorithm for the multi-armed bandit problem which has a long tradition in machine learning. The algorithm has a Bayesian spirit in the sense that it selects arms b... read more here.
Keywords: via thompson; thompson sampling; sampling revision; selection via ... See more keywords