Introduction to Multi-Armed Bandits
FOUNDATIONS AND TRENDS IN MACHINE LEARNING, pp. 1-286, 2019.
Multi-armed bandits a simple but very powerful framework for algorithms that make decisions over time under uncertainty. An enormous body of work has accumulated over the years, covered in several books and surveys. This book provides a more introductory, textbook-like treatment of the subject. Each chapter tackles a particular line of wo...More
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