2018-12-25 | Zheng Wen：Mini-Tutorial on Thompson Sampling and reinforcement learning
Thompson sampling (TS) and its variants are popular algorithms for reinforcement learning and multi-armed bandits. In this tutorial, we will briefly review the basic concepts of reinforcement learning, bandits, and TS. We will also discuss several practical considerations when applying TS to real-world problems, as well as the high-level insights on how to analyze TS. Preliminary experiment results will also be discussed.
Zheng Wen (温晸) is currently a senior research scientist at Adobe Research, his current research focuses on reinforcement learning, multi-armed bandit, and dynamic programming. Before joining Adobe Research, he worked as a research scientist at Yahoo! Labs. Prior to that, he received a PhD in Electrical Engineering from Stanford University.