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Related Questions
- What is the Thompson Sampling algorithm and how does it relate to Bayesian optimization?
- How does the Thompson Sampling acquisition function balance exploration and exploitation in Bayesian optimization?
- What are the key differences between Thompson Sampling and other acquisition functions like Upper Confidence Bound (UCB) and Probability of Improvement (PI)?
- Can you explain the concept of a 'prior' and 'posterior' distribution in the context of Thompson Sampling?
- How does Thompson Sampling handle multi-modal objective functions?
- What are some common applications of Thompson Sampling in Bayesian optimization?
- How does Thompson Sampling compare to other Bayesian optimization algorithms in terms of convergence rate and robustness?
- Can you provide a mathematical derivation of the Thompson Sampling acquisition function?
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