Transcription of Introduction to Multi-Armed Bandits
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Introduction to Multi-Armed Bandits
Introduction to Multi-Armed Bandits Aleksandrs Slivkins Microsoft Research NYC. [ ] 8 Jan 2022. First draft: January 2017. Published: November 2019. This version: January 2022. Abstract 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 work, providing a self-contained, teachable technical Introduction and a brief review of the further developments; many of the chapters conclude with exercises.
books and surveys. This book provides a more introductory, textbook-like treatment of the subject. Each chapter tackles a particular line of work, providing a self-contained, teachable technical introduction and a brief review of the further developments; many of the chapters conclude with exercises. The book is structured as follows.
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