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Introduction to Multi-Armed Bandits

8 hours ago
https://arxiv.org/abs/1904.07272
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  • #Bandit Algorithms
  • #Machine Learning
  • #Decision Making
  • Introduction to Multi-Armed Bandits as a framework for decision-making under uncertainty.
  • Structured as a textbook with self-contained chapters, exercises, and reviews of developments.
  • Covers IID rewards, adversarial rewards, contextual bandits, and connections to economics.
  • Includes standalone surveys on specific topics like 'bandits with similarity information'.
  • Appendix provides background on concentration and KL-divergence.
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