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  1. Probability & Statistics
  2. Sampling

Thompson Sampling

PreviousReservoir SamplingNextBayesian Inference

Last updated 1 year ago

randomly take action according to the probability you believe it is the optimal action - Thompson

Problem being solved: Need to explore which of the two treatments is more successful, but also want to minimize the number of times you give patients the suboptimal treatment.

Working example:

LogoThompson Sampling — Python ImplementationMedium
LogoThompson Sampling for Contextual banditsGuilherme's Blog