Introduction to Multi-Armed Bandits

Книга Introduction to Multi-Armed Bandits 2019-02-16

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By Aleksandrs Slivkins (Author)

Multi-armed bandits is a rich area, multi-disciplinary area studied since (Thompson, 1933), with a big surgeof activity in the past 10-15 years. An enormous body of work has accumulated over the years. Whilevarious subsets of this work have been covered in depth in several books and surveys (Berry and Fristedt,1985; Cesa-Bianchi and Lugosi, 2006; Bergemann and V ̈alim ̈aki, 2006; Gittins et al., 2011; Bubeck and Cesa-Bianchi, 2012), this book provides a more textbook-like treatment of the subject. The organizing principles for this book can be summarized as follows.

The work on multi-armed ban-dits can be partitioned into a dozen or so lines of work. Each chapter tackles one line of work, providinga self-contained introduction and pointers for further reading. We favor fundamental ideas and elementary,teachable proofs over the strongest possible results. We emphasize accessibility of the material: while ex-posure to machine learning and probability/statistics would certainly help, a standard undergraduate courseon algorithms,e.g.,one based on (Kleinberg and Tardos, 2005), should suffice for background.