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For questions about the upper confidence bound (UCB)-based algorithms or action selection strategies in the context e.g. of bandit or reinforcement learning problems.

5 votes
1 answer
947 views

Multi Armed Bandits with large number of arms

I'm dealing with a (stochastic) Multi Armed Bandit (MAB) with a large number of arms. Consider a pizza machine that produces a pizza depending on an input $i$ (equivalent to an arm). The (finite) set …
D. B.'s user avatar
  • 101
2 votes
1 answer
530 views

In UCB, is the actual upper bound an upper bound of an one-sided or two-sided confidence int...

I'm a bit confused about the visualization of the upper bound (following the notation of (c.f. Sutton & Barto (2018)) $$Q_t(a)+C\sqrt{\frac{\mathrm{ln}(t)}{N_t(a)}}$$ In many blog posts about the UCB( …
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