JD Retail Technology

Aug 10, 2026 · Artificial Intelligence

Bayesian Ensemble (BE): Adaptive Ensemble Selection for Bandits and Reinforcement Learning

The paper introduces Bayesian Ensemble (BE), a lightweight Bayesian layer that dynamically updates the sampling distribution over ensemble members using observed rewards, and extends it to Bayesian Ensemble Bandit (BEB) and Bayesian Ensemble DQN (BE‑DQN), achieving significant regret and click‑through improvements across synthetic, real‑world, and RL benchmarks with minimal computational overhead.