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Results tagged with thompson-sampling
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user 36978
For questions about Thompson sampling, which is a technique for choosing actions (that addresses the exploration-exploitation dilemma) in the multi-armed bandit and reinforcement learning problems.
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Multi-armed bandits: reducing stochastic multi-armed bandits to bernoulli bandits
Agrawal and Goyal (http://proceedings.mlr.press/v23/agrawal12/agrawal12.pdf page 3) discussed how we can extend Thompson sampling for bernoulli bandits to Thompson sampling for stochastic bandits in g …
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