Module: tf_agents.bandits.agents.linear_thompson_sampling_agent

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.