MINTS: Minimalist Thompson Sampling 文章

arXiv:2606.01655v1 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 constraints. As a direct instantiation, we develop MINimalist Thompson Sampling (MINTS). For multi-armed bandits with mean constraints, we establish near-optimal non-asymptotic regret guarantees and sharp almost-sure asymptotic regret characterizations.