The Epoch-Greedy Algorithm for Contextual Multi-armed Bandits

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Overview

• Bandit problem

• Contextual bandits

• Epoch-Greedy algorithm

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Overview • Bandit problem • Contextual bandits • Epoch-Greedy algorithm

Contextual Bandits • Add Context to the bandit problem – Information aiding in arm choosing – Helps know which arm is best • The rest follows the Bandit problem • Want to find optimal solution • More useful than regular bandits

Page 1 and 2: The Epoch-Greedy Algorithm for Cont
Page 3 and 4: Overview • Bandit problem • Con
Page 5: Web Example • Some number of ads
Page 9 and 10: Overview • Bandit problem • Con
Page 11 and 12: Exploration • Look at a fixed tim
Page 13 and 14: Creating a Hypotheses • Simple tw
Page 15 and 16: Epoch • Don’t always know the t
Page 17 and 18: Review Using Web Example • Have a
Page 19: Review (Cont.) • Search Query - H

The Epoch-Greedy Algorithm for Contextual Multi-armed Bandits

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