15.2 Multi Arm Bandit

Inspired by a bank of poker machines with the gambler needing to choose which arm to pull in order to optimise outcomes.

Need to identify the objectives, rewards, and arms.

Applications in biological design and recommendations.

Objects: best arm identification (with a separate exploration stage to identify the best m items with fixed budget N) versus regret minimisation (no separate exploration stage instead recommends items sequentially to minimise cumulative regret).

Best Arm Identification with Fixed Budget.

---

Your donation will support ongoing availability and give you access to the PDF version of this book. Desktop Survival Guides include Data Science, GNU/Linux, and MLHub. Books available on Amazon include Data Mining with Rattle and Essentials of Data Science. Popular open source software includes rattle, wajig, and mlhub. Hosted by Togaware, a pioneer of free and open source software since 1984. Copyright © 1995-2022 Graham.Williams@togaware.com Creative Commons Attribution-ShareAlike 4.0