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The Reasonable Effectiveness of the Multiplicative Weights Update Algorithm
- samspenc 2y agoShould have (2017) in the title to indicate when this was published.
- rphln 2y agoPrevious discussion: https://news.ycombinator.com/item?id=13857116 https://news.ycombinator.com/item?id=13857116 Love it, thanks for posting. Reading through, this method sounds a lot like Thompson sampling, and surely enough, the previous thread came up after a quick search for comparisons. Sadly, no immediate empirical results came up, but having another tool in the belt is good on its own.