{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/thompson-sampling-for-combinatorial-bandits","title":"Thompson Sampling For Combinatorial Bandits: Polynomial Regret and Mismatched Sampling Paradox","arxiv_id":"2410.05441","date":"2024-10-07","proceeding":null,"authors":["Raymond Zhang","Richard Combes"],"abstract":"We consider Thompson Sampling (TS) for linear combinatorial semi-bandits and subgaussian rewards. We propose the first known TS whose finite-time regret does not scale exponentially with the dimension of the problem. We further show the \"mismatched sampling paradox\": A learner who knows the rewards distributions and samples from the correct posterior distribution can perform exponentially worse than a learner who does not know the rewards and simply samples from a well-chosen Gaussian posterior. The code used to generate the experiments is available at https://github.com/RaymZhang/CTS-Mismatched-Paradox","url_abs":"https://arxiv.org/abs/2410.05441v1","url_pdf":"https://arxiv.org/pdf/2410.05441v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"thompson-sampling-for-combinatorial-bandits","repo_url":"https://github.com/raymzhang/cts-mismatched-paradox","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok"}}],"tasks":[{"task_slug":"thompson-sampling","task_name":"Thompson Sampling"}],"methods":[{"method_slug":"ts","method_name":"TS"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2410.05441","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}