4 ms·
The Multi-Armed Bandit Problem
- spitfire 14y agoGood article. I'd like to know what he used to output those graphs.
- zenburnyourface 14y agoIt uses Python's Matplotlib with a custom styling, available here: https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/blob/master/styles/matplotlibrc https://github.com/CamDavidsonPilon/Probabilistic-Programmin...
- spitfire 14y agoThanks! I quite like the output. Are you the author? If soI took a quick look at your book and it looks excellent. https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers https://github.com/CamDavidsonPilon/Probabilistic-Programmin...
- zenburnmyface 14y agoI am the author. Thanks, I appreciate that!
- bun-neh 14y agoOne thing to expand upon: This is just the classic formulation of the Multi-Armed Bandit Problem. There are countless variations to the formula which have slightly different underlying assumptions.
- mcpherrinm 14y agoEugh, this website has custom behavior for the left-right arrow keys, which breaks the back keyboard shortcut in Firefox (alt+left arrow key). Non-standard navigation on a page that IMHO doesn't need it.
- triplesec 14y agospacebar scrolling also broken in ff. grrrrr
- zenburnmyface 14y agohaha ironically left-arrow right-arrow replace space-bar scroll.
- mailshanx 14y agoJust had a look at your book, and it looks amazing! Hope you will complete it:D On a separate note, im surprised that in the many discussion of the MAB problem on HN, the Gittins index was never mentioned. Under certain (mild) assumptions on reward distributions, the GI gives a provably optimal solution to the MAB problem...