Ensemble Sampling
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Abstract (arXiv)
Thompson sampling has emerged as an effective heuristic for a broad range of online decision problems. In its basic form, the algorithm requires computing and sampling from a posterior distribution over models, which is tractable only for simple special cases. This paper develops ensemble sampling, which aims to approximate Thompson sampling while maintaining tractability even in the face of complex models such as neural networks. Ensemble sampling dramatically expands on the range of applications for which Thompson sampling is viable. We establish a theoretical basis that supports the approach and present computational results that offer further insight.
Key facts. Cited by 62 papers in the map (data through 7 Oct 2026). First posted on arXiv 20 May 2017.
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Citing papers per year: 2020: 1; 2021: 12; 2022: 11; 2023: 14; 2024: 8; 2025: 10; 2026: 6.
62 papers.
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- 2023Supervised Pretraining Can Learn In-Context Reinforcement Learningcited by 137
- 2021Epistemic Neural Networkscited by 120
- 2024Self-Exploring Language Models: Active Preference Elicitation for Online Alignmentcited by 63
- 2024Efficient Exploration for LLMscited by 44
- 2021EE-Net: Exploitation-Exploration Neural Networks in Contextual Banditscited by 43
- 2022Model-based RL with Optimistic Posterior Sampling: Structural Conditions and Sample Complexitycited by 31
- 2021From Predictions to Decisions: The Importance of Joint Predictive Distributionscited by 28
- 2021Deciding What to Learn: A Rate-Distortion Approachcited by 23
- 2022An Analysis of Ensemble Samplingcited by 23
- 2021Information Directed Sampling for Sparse Linear Banditscited by 20
- 2023Maximize to Explore: One Objective Function Fusing Estimation, Planning, and Explorationcited by 20
- 2022Lifting the Information Ratio: An Information-Theoretic Analysis of Thompson Sampling for Contextual Banditscited by 19
38 more
- 2022Deciding What to Model: Value-Equivalent Sampling for Reinforcement Learningcited by 19
- 2022Ensembles for Uncertainty Estimation: Benefits of Prior Functions and Bootstrappingcited by 19
- 2021The Value of Information When Deciding What to Learncited by 15
- 2025Toward Efficient Exploration by Large Language Model Agentscited by 15
- 2021Deep Exploration for Recommendation Systemscited by 14
- 2024PageRank Bandits for Link Predictioncited by 14
- 2023Leveraging Demonstrations to Improve Online Learning: Quality Matterscited by 13
- 2023Exploration via linearly perturbed loss minimisationcited by 13
- 2023Pearl: A Production-ready Reinforcement Learning Agentcited by 9
- 2024Improving sample efficiency of high dimensional Bayesian optimization with MCMCcited by 9
- 2023Shattering the Agent-Environment Interface for Fine-Tuning Inclusive Language Modelscited by 8
- 2025When and why randomised exploration works (in linear bandits)cited by 8
- 2021Anti-Concentrated Confidence Bonuses for Scalable Explorationcited by 7
- 2022Deep Active Ensemble Sampling For Image Classificationcited by 7
- 2023Neural Exploitation and Exploration of Contextual Banditscited by 7
- 2023Ensemble sampling for linear bandits: small ensembles sufficecited by 7
- 2024Online Bandit Learning with Offline Preference Data for Improved RLHFcited by 6
- 2024Improved Regret of Linear Ensemble Samplingcited by 6
- 2022Conservative Dual Policy Optimization for Efficient Model-Based Reinforcement Learningcited by 5
- 2023Langevin Thompson Sampling with Logarithmic Communication: Bandits and Reinforcement Learningcited by 5
- 2023VITS : Variational Inference Thompson Sampling for contextual banditscited by 5
- 2025Contextual Thompson Sampling via Generation of Missing Datacited by 5
- 2025Bayesian Optimization with Inexact Acquisition: Is Random Grid Search Sufficient?cited by 4
- 2026Learning-to-Defer in Non-Stationary Time Series via Switching State-Space Modelscited by 4
- 2021Learning to Be Cautiouscited by 3
- 2023Multiplier Bootstrap-based Explorationcited by 3
- 2024Tree Ensembles for Contextual Banditscited by 3
- 2025Best Policy Learning from Trajectory Preference Feedbackcited by 3
- 2022Optimal Regret Is Achievable with Bounded Approximate Inference Error: An Enhanced Bayesian Upper Confidence Bound Frameworkcited by 2
- 2022Multi-armed bandits for resource efficient, online optimization of language model pre-training: the use case of dynamic maskingcited by 2
- 2023Pessimistic Off-Policy Multi-Objective Optimizationcited by 2
- 2025Distance-Aware Error for Spline Networks: A Bottom-Up Approach to Uncertaintycited by 2
- 2025Provable Anytime Ensemble Sampling Algorithms in Nonlinear Contextual Banditscited by 2
- 2026Optimism Stabilizes Thompson Sampling for Adaptive Inferencecited by 2
- 2020Distilled Thompson Sampling: Practical and Efficient Thompson Sampling via Imitation Learningcited by 1
- 2021CORe: Capitalizing On Rewards in Bandit Explorationcited by 1
- 2021Optimizing over an ensemble of neural networkscited by 1
- 2022Regenerative Particle Thompson Samplingcited by 1
50 most cited of 62 All 62 (JSON)
- 2026Linear Ensemble Sampling with Smaller Ensembles12 Sep 2026
- 2026Bootstrap-Conditioned Action Selection with Tabular Foundation Models6 Aug 2026
- 2026Quantile of Means: A Bonus-Free Ensemble Method for Minimax Optimal Reinforcement Learning18 Jun 2026
- 2026Sharp analysis of linear ensemble sampling8 Feb 2026
- 2026Optimism Stabilizes Thompson Sampling for Adaptive Inference5 Feb 2026
- 2026Learning-to-Defer in Non-Stationary Time Series via Switching State-Space Models30 Jan 2026
- 2025Provable Anytime Ensemble Sampling Algorithms in Nonlinear Contextual Bandits12 Oct 2025
- 2025Rethinking Langevin Thompson Sampling from A Stochastic Approximation Perspective6 Oct 2025
- 2025Bayesian Optimization with Inexact Acquisition: Is Random Grid Search Sufficient?13 Jun 2025
- 2025Generator-Mediated Bandits: Thompson Sampling for GenAI-Powered Adaptive Interventions22 May 2025
- 2025Generalization in Monitored Markov Decision Processes (Mon-MDPs)13 May 2025
- 2025Toward Efficient Exploration by Large Language Model Agents29 Apr 2025
38 more
- 2025When and why randomised exploration works (in linear bandits)13 Feb 2025
- 2025Contextual Thompson Sampling via Generation of Missing Data10 Feb 2025
- 2025Best Policy Learning from Trajectory Preference Feedback31 Jan 2025
- 2025Distance-Aware Error for Spline Networks: A Bottom-Up Approach to Uncertainty8 Jan 2025
- 2024Improved Regret of Linear Ensemble Sampling6 Nov 2024
- 2024PageRank Bandits for Link Prediction3 Nov 2024
- 2024Bayesian Bandit Algorithms with Approximate Inference in Stochastic Linear Bandits20 Jun 2024
- 2024Online Bandit Learning with Offline Preference Data for Improved RLHF13 Jun 2024
- 2024Self-Exploring Language Models: Active Preference Elicitation for Online Alignment29 May 2024
- 2024Tree Ensembles for Contextual Bandits10 Feb 2024
- 2024Efficient Exploration for LLMs1 Feb 2024
- 2024Improving sample efficiency of high dimensional Bayesian optimization with MCMC5 Jan 2024
- 2023Pearl: A Production-ready Reinforcement Learning Agent6 Dec 2023
- 2023Ensemble sampling for linear bandits: small ensembles suffice14 Nov 2023
- 2023Exploration via linearly perturbed loss minimisation13 Nov 2023
- 2023Pessimistic Off-Policy Multi-Objective Optimization28 Oct 2023
- 2023Non-Stationary Contextual Bandit Learning via Neural Predictive Ensemble Sampling11 Oct 2023
- 2023VITS : Variational Inference Thompson Sampling for contextual bandits19 Jul 2023
- 2023Supervised Pretraining Can Learn In-Context Reinforcement Learning26 Jun 2023
- 2023Langevin Thompson Sampling with Logarithmic Communication: Bandits and Reinforcement Learning15 Jun 2023
- 2023Maximize to Explore: One Objective Function Fusing Estimation, Planning, and Exploration29 May 2023
- 2023Shattering the Agent-Environment Interface for Fine-Tuning Inclusive Language Models19 May 2023
- 2023Neural Exploitation and Exploration of Contextual Bandits5 May 2023
- 2023Predicted Embedding Power Regression for Large-Scale Out-of-Distribution Detection7 Mar 2023
- 2023Leveraging Demonstrations to Improve Online Learning: Quality Matters7 Feb 2023
- 2023Multiplier Bootstrap-based Exploration3 Feb 2023
- 2022Deep Active Ensemble Sampling For Image Classification11 Oct 2022
- 2022Conservative Dual Policy Optimization for Efficient Model-Based Reinforcement Learning16 Sep 2022
- 2022Model-based RL with Optimistic Posterior Sampling: Structural Conditions and Sample Complexity15 Jun 2022
- 2022Ensembles for Uncertainty Estimation: Benefits of Prior Functions and Bootstrapping8 Jun 2022
- 2022Deciding What to Model: Value-Equivalent Sampling for Reinforcement Learning4 Jun 2022
- 2022Lifting the Information Ratio: An Information-Theoretic Analysis of Thompson Sampling for Contextual Bandits27 May 2022
- 2022Deep Ensemble as a Gaussian Process Approximate Posterior30 Apr 2022
- 2022Multi-armed bandits for resource efficient, online optimization of language model pre-training: the use case of dynamic masking24 Mar 2022
- 2022Regenerative Particle Thompson Sampling15 Mar 2022
- 2022An Analysis of Ensemble Sampling2 Mar 2022
- 2022Optimal Regret Is Achievable with Bounded Approximate Inference Error: An Enhanced Bayesian Upper Confidence Bound Framework31 Jan 2022
- 2021Optimizing over an ensemble of neural networks13 Dec 2021
50 newest of 62 All 62 (JSON)
- 2023Supervised Pretraining Can Learn In-Context Reinforcement Learningcited by 137
- 2021Epistemic Neural Networkscited by 120
- 2024Efficient Exploration for LLMscited by 44
- 2021EE-Net: Exploitation-Exploration Neural Networks in Contextual Banditscited by 43
- 2022Model-based RL with Optimistic Posterior Sampling: Structural Conditions and Sample Complexitycited by 31
- 2021From Predictions to Decisions: The Importance of Joint Predictive Distributionscited by 28
- 2021Deciding What to Learn: A Rate-Distortion Approachcited by 23
- 2022An Analysis of Ensemble Samplingcited by 23
- 2021Information Directed Sampling for Sparse Linear Banditscited by 20
- 2023Maximize to Explore: One Objective Function Fusing Estimation, Planning, and Explorationcited by 20
- 2022Lifting the Information Ratio: An Information-Theoretic Analysis of Thompson Sampling for Contextual Banditscited by 19
- 2022Deciding What to Model: Value-Equivalent Sampling for Reinforcement Learningcited by 19
12 most cited of 55 All 55 (JSON)
- 2026Linear Ensemble Sampling with Smaller Ensembles12 Sep 2026
- 2026Quantile of Means: A Bonus-Free Ensemble Method for Minimax Optimal Reinforcement Learning18 Jun 2026
- 2026Sharp analysis of linear ensemble sampling8 Feb 2026
- 2026Optimism Stabilizes Thompson Sampling for Adaptive Inference5 Feb 2026
- 2026Learning-to-Defer in Non-Stationary Time Series via Switching State-Space Models30 Jan 2026
- 2025Provable Anytime Ensemble Sampling Algorithms in Nonlinear Contextual Bandits12 Oct 2025
- 2025Rethinking Langevin Thompson Sampling from A Stochastic Approximation Perspective6 Oct 2025
- 2025Bayesian Optimization with Inexact Acquisition: Is Random Grid Search Sufficient?13 Jun 2025
- 2025Generator-Mediated Bandits: Thompson Sampling for GenAI-Powered Adaptive Interventions22 May 2025
- 2025Generalization in Monitored Markov Decision Processes (Mon-MDPs)13 May 2025
- 2025When and why randomised exploration works (in linear bandits)13 Feb 2025
- 2025Contextual Thompson Sampling via Generation of Missing Data10 Feb 2025
12 newest of 55 All 55 (JSON)