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Optimistic Bayesian Sampling in Contextual-Bandit Problems

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Figure

Figure 1: Performance of various algorithms in Bernoulli bandit simulation with parameters (p1, p2) =(0.8,0.9)
Figure 2: Performance in Bernoulli bandit simulation with parameters (0.8,0.8,0.8,0.9)
Figure 3: Performance in Bernoulli bandit simulation with parameters (0.45,0.55). Note that the curves forthe OBS algorithm and the KL-UCB+ algorithm are virtually coincident.
Figure 5: Convergence of the ratio (2) in the first 100 Bernoulli bandit simulations with parameters(p1, p2) = (0.8,0.9).
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