PFN-TS converts PFN posterior predictives into mean-reward samples for Thompson sampling using a subsampled predictive CLT, with consistency proofs, regret bounds, and strong empirical performance on synthetic and real bandit benchmarks.
Microrandom- ized trials: An experimental design for developing just-in-time adaptive interventions.Health Psychology, 34(S):1220–1228
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PFN-TS: Thompson Sampling for Contextual Bandits via Prior-Data Fitted Networks
PFN-TS converts PFN posterior predictives into mean-reward samples for Thompson sampling using a subsampled predictive CLT, with consistency proofs, regret bounds, and strong empirical performance on synthetic and real bandit benchmarks.