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Results tagged with multi-armed-bandits
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user 37618
For questions related to the multi-armed bandit (MAB) problem, in which a fixed limited set of resources must be allocated between competing (alternative) choices in a way that maximizes their expected gain, when each choice's properties are only partially known at the time of allocation.
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When discounted MAB is useful?
One of the reasons a discount factor is used, is to make sure the reward maximization is a well-defined problem and to make the sum of all rewards convergent.
In the MAB problem, the number of trials …
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