Bandit Algorithms

Книга Bandit Algorithms 2019-02-16

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By Tor Lattimore, Csaba Szepesvari (Author's)

Multi-armed bandits have now been studied for nearly a century. While researchin the beginning was quite meandering, there is now a large community publishinghundreds of articles every year. Bandit algorithms are also finding their way intopractical applications in industry, especially in on-line platforms where data isreadily available and automation is the only way to scale.We had hoped to write a comprehensive book, but the literature is now so vastthat many topics have been excluded.

In the end we settled on the more modestgoal of equipping our readers with enough expertise to explore the specializedliterature by themselves, and to adapt existing algorithms to their applications.This latter point is important. As Tolstoy might have written, “problems in theoryare all alike; every application is different”. A practitioner seeking to apply abandit algorithm must understand which assumptions in the theory are importantand how to modify the algorithm when the assumptions change. We hope thisbook can provide that understanding.
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