Randomized Exploration for Linear Bandits via Absolute Perturbations

arXiv:2606.28616v1 Announce Type: new Abstract: In stochastic linear bandits, the canonical Upper Confidence Bound (UCB) algorithm admits a simple frequentist regret analysis but can be computationally demanding, while Thompson Sampling (TS) is computationally attractive yet typically harder to analyze due to its non-optimistic nature. We propose Absolute Thompson Sampling (ATS), a simple modification of TS that ensures optimism in expectation by replacing the signed exploration noise with its absolute value. This preserves the computational efficiency of TS while avoiding the technically invo

Source: arXiv cs.LG — read the full report at the original publisher.

This is a curated wire item. The Continuum Brief does not republish full third-party articles; this entry links to the original source.