Bandit Algorithms

Bandit Algorithms Tor Lattimore and Csaba Szepesv ́ari Draft of Friday 18thJanuary, 2019 Revision: 1699 ...

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Part I Bandits, Probability and Concentration Contents pageii 1 Introduction 1.1 The language of bandits 1.2 Applications 1.3 B ...

Preface Multi-armed bandits have now been studied for nearly a century. While research in the beginning was quite meandering, th ...

Preface 2 be skipped by knowledgeable readers, or otherwise referred to when necessary. They are marked with a ( ) because ‘skip ...

Notation Some sections are marked with special symbols, which are listed and described below. This symbol is a note. Usually thi ...

Notation 4 enthusiastically by computer scientists. Given functionsf,g:N→[0,∞) define f(n) =O(g(n))⇔lim sup n→∞ f(n) g(n) <∞. ...

Notation 5 V variance Supp support of distribution or random variable ∇f(x) gradient offatx ∇^2 f(x) Hessian offatx ∨,∧ maximum ...

Part I Bandits, Probability and Concentration ...

This material will be published by Cambridge University Press as Bandit Algorithms by Tor Lattimore and Csaba Szepesvari. This p ...

1.1 The language of bandits 8 service for their users. A bandit algorithm plays a role in Monte-Carlo Tree Search, an algorithm ...

1.1 The language of bandits 9 In the literature, actions are often also called arms and, correspondingly, we talk about k-armed ...

1.1 The language of bandits 10 the set of all such bandits, which are characterized by their mean vectors. If you knew the mean ...

1.1 The language of bandits 11 is to assume the action-setAis a subset ofRdand that the mean reward for choosing some actiona∈Af ...