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I am looking for good sources (textbook, lecture notes, etc) on multi-armed bandits where both theory and practical examples are given.

I will be happy for suggestion of such material.

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There is the bandit book by Lattimore and Szepesvari, which is, I think, the main reference in the field: you can find pretty everything about Bandits, even more recent and research oriented topics.

Keep in main that it is a strongly theoretical book.

Update

  • RL: an introduction by Sutton & Barto: the chapter 2 is about multi-armed bandits. It's still theoretical but with some pseudo-code example, also the authors provides some bibliography.
  • Mastering RL with Python: see chapter 2 (MAB) and chapter 3 (contextual bandits). This is a practical book, with code examples in Python. Also you can find the code here.
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  • $\begingroup$ I know this but it is too mathematical. $\endgroup$ Feb 3 at 22:49
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    $\begingroup$ @DSPinfinity I can't blame you. I'll see if I can find something easier $\endgroup$ Feb 5 at 8:58

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