Mini-Tutorial on Thompson Sampling and reinforcement learning

讲座简介

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.

时间

2018-12-25

下午 14:00 ~ 15:00

主讲人

Zheng Wen, senior research scientist at Adobe Research

地点

信息管理与工程学院102室
上海财经大学（第三教学楼西侧）
上海市杨浦区武东路100号