RIE-Greedy uses stochasticity from cross-validation regularization to induce Thompson Sampling-like exploration, claimed equivalent in the two-armed case and empirically competitive in large-scale settings.
Mostly exploration-free algorithms for contextual bandits.Management Science, 67(3):1329–1349, 2021
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RIE-Greedy: Regularization-Induced Exploration for Contextual Bandits
RIE-Greedy uses stochasticity from cross-validation regularization to induce Thompson Sampling-like exploration, claimed equivalent in the two-armed case and empirically competitive in large-scale settings.