Before revision:  We propose a variant of a Thompson sampling based algorithm that leverages recent advances in the causal inference literature and adaptively re-weighs the terms of a doubly robust estimator on the true mean reward of each arm -- hence its name doubly-adaptive Thompson sampling.
After revision:  We propose a variant of TS-style algorithms--which we call doubly adaptive TS--that leverages recent advances in the causal inference literature and adaptively re-weighs the terms of a doubly robust estimator on the true mean reward of each arm -- hence its name doubly-adaptive Thompson sampling.