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MINimalist Thompson Sampling

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MINTS: Minimalist Thompson Sampling

Announce Type: cross Abstract: The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorporation of complex structural constraints. We introduce a minimalist Bayesian framework that places a prior only on the location of the optimum, while eliminating nuisance parameters through profile likelihood. This yields a generalized posterior that naturally accommodates structural...

arXiv CS 8d ago