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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.

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How do we reach at the formula for UCB action-selection in multi-armed bandit problem?

I came across the formula for Upper Confidence Bound Action Selection (while studying multi-armed bandit problem), which looks like: $$ A_t \dot{=} \operatorname{argmax}_a \left[ Q_t(a) + c \sqrt{ \f …
SAGALPREET SINGH's user avatar