Scalar Posterior Sampling with Applications
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 31 (NIPS 2018), pp. 7696-7704, 2018.
We propose a practical non-episodic PSRL algorithm that unlike recent state-of-the-art PSRL algorithms uses a deterministic, model-independent episode switching schedule. Our algorithm termed deterministic schedule PSRL (DS-PSRL) is efficient in terms of time, sample, and space complexity. We prove a Bayesian regret bound under mild assum...More
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