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Implements the Linear Thompson Sampling bandit algorithm.
Reference:
"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
<a href="http://proceedings.mlr.press/v28/agrawal13-supp.pdf">http://proceedings.mlr.press/v28/agrawal13-supp.pdf</a>
.
Classes
class LinearThompsonSamplingAgent
: Linear Thompson Sampling Agent.
Other Members | |
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absolute_import |
Instance of __future__._Feature
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division |
Instance of __future__._Feature
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print_function |
Instance of __future__._Feature
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