2020/11/01 by Marecek, Jakub
#FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Physics and Society (physics.soc-ph)
paper · doi:10.48550/arxiv.2011.00635
There has been much recent interest in screening populations for an infectious disease. Here, we present a stochastic-control model, wherein the optimum screening policy is provably difficult to find, but wherein Thompson sampling has provably optimal performance guarantees in the form of Bayesian regret. Thompson sampling seems applicable especially to diseases, for which we do not understand the dynamics well, such as to the super-spreading COVID-19.