The Epoch-Greedy Algorithm for Contextual Multi-armed Bandits
The Epoch-Greedy Algorithm for Contextual Multi-armed Bandits
The Epoch-Greedy Algorithm for Contextual Multi-armed Bandits
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Creating a Hypotheses<br />
• Simple two <strong>armed</strong> case<br />
• Remember binary thresholds<br />
• Want to learn the threshold value<br />
ε<br />
t<br />
ε<br />
If x < t : pick arm 1<br />
x > t : pick arm 2
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