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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<strong>Epoch</strong>-<strong>Greedy</strong> <strong>Algorithm</strong><br />
• Do a single step of exploration<br />
– Begin creating an unbiased vector of inputs to<br />
create the hypotheses<br />
– Observe context in<strong>for</strong>mation<br />
• Add the learned in<strong>for</strong>mation to past<br />
exploration and create a new hypotheses<br />
– This uses the contextual data and exploration<br />
• For a set number of steps exploit the<br />
hypotheses arm
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