Thompson Sampling for Contextual Bandits with Linear Payoffs

On the likelihood that one unknown probability exceeds another in view of the evidence of two samples

Thompson, William R · 1933

Earlier work this paper cites.

Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables

Abramowitz, Milton and Stegun, Irene A · 1964

Earlier work this paper cites.

A one-armed bandit problem with a concomitant variable

Woodroofe, Michael · 1979

Earlier work this paper cites.

Asymptotically efficient adaptive allocation rules

Lai, T. L. and Robbins, H · 1985

Earlier work this paper cites.

One-armed badit problem with covariates

Sarkar, Jyotirmoy · 1991

Earlier work this paper cites.

Associative Reinforcement Learning: Functions in k-DNF

Kaelbling, Leslie Pack · 1994

Earlier work this paper cites.

Exploration and Inference in Learning from Reinforcement

Original

Wyatt, Jeremy · 1997

Earlier work this paper cites.

A Bayesian Framework for Reinforcement Learning

Strens, Malcolm J. A · 2000

Earlier work this paper cites.

Using Confidence Bounds for Exploitation-Exploration Trade-offs

Auer, Peter · 2002

Earlier work this paper cites.

The Nonstochastic Multiarmed Bandit Problem

Auer, Peter, Cesa-Bianchi, Nicolò, Freund, Yoav, and Schapire, Robert E · 2002

Cited alongside, same era.

Experience-efficient learning in associative bandit problems

Strehl, Alexander L., Mesterharm, Chris, Littman, Michael L., and Hirsh, Haym · 2006

Cited alongside, same era.

The Epoch-Greedy Algorithm for Multi-armed Bandits with Side Information

Langford, John and Zhang, Tong · 2007

Cited alongside, same era.

Stochastic Linear Optimization under Bandit Feedback

Dani, Varsha, Hayes, Thomas P., and Kakade, Sham M · 2008

Cited alongside, same era.

Parametric Bandits: The Generalized Linear Case

Filippi, Sarah, Cappé, Olivier, Garivier, Aurélien, and Szepesvári, Csaba · 2010

Cited alongside, same era.

Web-Scale Bayesian Click-Through rate Prediction for Sponsored Search Advertising in Microsoft’s Bing Search Engine

Graepel, Thore, Candela, Joaquin Quiñonero, Borchert, Thomas, and Herbrich, Ralf · 2010

Improved Algorithms for Linear Stochastic Bandits

Abbasi-Yadkori, Yasin, Pál, Dávid, and Szepesvári, Csaba · 2011

Later among the works it cites.

An Empirical Evaluation of Thompson Sampling

Chapelle, Olivier and Li, Lihong · 2011

Later among the works it cites.

Contextual Bandits with Linear Payoff Functions

Chu, Wei, Li, Lihong, Reyzin, Lev, and Schapire, Robert E · 2011

Later among the works it cites.

Simulation studies in optimistic Bayesian sampling in contextual-bandit problems

May, Benedict C. and Leslie, David S · 2011

Later among the works it cites.

Optimistic Bayesian sampling in contextual-bandit problems

May, Benedict C., Korda, Nathan, Lee, Anthony, and Leslie, David S · 2011

Later among the works it cites.

Analysis of Thompson Sampling for the Multi-armed Bandit Problem

Agrawal, Shipra and Goyal, Navin · 2012

Closest in time.