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Module: tf_agents.bandits.agents.linear_thompson_sampling_agent

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Implements the Linear Thompson Sampling bandit algorithm.


"Thompson Sampling for Contextual Bandits with Linear Payoffs", Shipra Agrawal, Navin Goyal, ICML 2013. The actual algorithm implemented is Algorithm 3 from the supplementary material of the paper from http://proceedings.mlr.press/v28/agrawal13-supp.pdf.


class LinearThompsonSamplingAgent: Linear Thompson Sampling Agent.