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Thompson Sampling and Bayesian Factorization Machines - NextRoll
https://tech.nextroll.com/blog/data-science/2017/03/06/thompson-sampling-bayesian-factorization-machines.html
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We explore ideas from Thompson sampling, Bayesian Logistic Regression, and Bayesian Factorization Machines. These techniques allow our machine learning systems to efficiently navigate the explore/exploit tradeoff in sequential decision making.