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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.
3
votes
Why am I getting better performance with Thompson sampling than with UCB or $\epsilon$-greed...
The first thing to note here is that your results seem aligned with the results commonly found in the bandit literature.
Second thing to note would be that the performance of bandit algorithms is usua …