Flow-Corrected Thompson Sampling for Non-Stationary Contextual Bandits

תקציר מקורי באנגליתarXiv:2606.23933v2 Announce Type: replace-cross Abstract: We study non-stationary linear contextual bandits where the reward model drifts over time, rendering classical contextual bandit algorithms brittle because historical data becomes systematically biased. We propose Flow-Corrected Thompson Sampling (fcTS), a Bayesian method that reuses experience by transporting past rewards to the present using an explicit drift model and incorporating each transported observation with a confidence weight that reflects transport reliability. This yields a unified template that specializes in (i) linear parameter drift via online slope estimation and reward correction, (ii) periodic variation via phase-aware reuse across cycles, and (iii) recurring regime switches via changepoint detection and regime-