Karin E Johnson research associate, Chris Tachibana scientific editor and writer, Gloria D Coronado senior investigator, Laura M Dember professor of medicine, Russell E Glasgow associate director, Susan S Huang associate professor and medical director of epidemiology and infection prevention , Paul J Martin medical director , Julie Richards project manager , Gary Rosenthal professor , Ed Septim...

–Thompson sampling is a heuristic algorithm for the multi-armed bandit problem which has long tradition in machine learning. The Bayesian spirit sense that it selects arms based on posterior samples of reward probabilities each arm. By forging connection between combinatorial binary bandits and spike-and-slab variable selection, we propose stochastic optimization approach to subset selection ca...