Multi Armed Bandit

concepts · 2 notes linked

Related: Exploration Exploitation · Upper Confidence Bound · Reinforcement Learning · Movielens · Recommender Systems · Regret Minimization

Notes

• Multi-Armed Bandits in Python: Epsilon Greedy, UCB1, Bayesian UCB, and EXP3 — Four bandit algorithm implementations evaluated on MovieLens recommendation task
• Optimism in the Face of Uncertainty: the UCB1 Algorithm — Mathematical derivation and implementation of the UCB1 bandit algorithm