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Thompson Sampling: a provably good Bayesian heuristic for bandit problems
Shipra Agrawal
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Oznake: computer science;decision support;machine learning;on-line learning
Multi-armed bandit problem is a basic model for managing the exploration/exploitation trade-off that arises in many situations. Thompson Sampling [Thompson 1933] is one of the earliest heuristic for the multi-armed bandit problem, which has recently seen a surge of interest due to its elegance, flex ...
Leto: 2013 Vir: videolectures.net
Št. zadetkov: 1
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