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- Multi-armed_bandit abstract "In probability theory, the multi-armed bandit problem (sometimes called the K- or N-armed bandit problem) is the problem a gambler faces at a row of slot machines, sometimes known as "one-armed bandits", when deciding which machines to play, how many times to play each machine and in which order to play them. When played, each machine provides a random reward from a distribution specific to that machine. The objective of the gambler is to maximize the sum of rewards earned through a sequence of lever pulls.Robbins in 1952, realizing the importance of the problem, constructed convergent population selection strategies in "Some aspects of the sequential design of experiments".A theorem, the Gittins index published first by John C. Gittins gives an optimal policy in the Markov setting for maximizing the expected discounted reward.In practice, multi-armed bandits have been used to model the problem of managing research projects in a large organization, like a science foundation or a pharmaceutical company. Given a fixed budget, the problem is to allocate resources among the competing projects, whose properties are only partially known at the time of allocation, but which may become better understood as time passes.In early versions of the multi-armed bandit problem, the gambler has no initial knowledge about the machines. The crucial tradeoff the gambler faces at each trial is between "exploitation" of the machine that has the highest expected payoff and "exploration" to get more information about the expected payoffs of the other machines.".
- Multi-armed_bandit thumbnail Las_Vegas_slot_machines.jpg?width=300.
- Multi-armed_bandit wikiPageExternalLink bandit.sourceforge.net.
- Multi-armed_bandit wikiPageExternalLink banditSurvey.pdf.
- Multi-armed_bandit wikiPageExternalLink 10.1007%2F978-3-642-34487-9_40.
- Multi-armed_bandit wikiPageExternalLink 415.
- Multi-armed_bandit wikiPageExternalLink 54451.
- Multi-armed_bandit wikiPageExternalLink 54455.
- Multi-armed_bandit wikiPageExternalLink the-book.html.
- Multi-armed_bandit wikiPageExternalLink bandit_algorithms_vs_ab.html.
- Multi-armed_bandit wikiPageExternalLink node6.html.
- Multi-armed_bandit wikiPageExternalLink Feynmans_restaurant_problem.html.
- Multi-armed_bandit wikiPageID "2854828".
- Multi-armed_bandit wikiPageRevisionID "606348749".
- Multi-armed_bandit hasPhotoCollection Multi-armed_bandit.
- Multi-armed_bandit subject Category:Machine_learning.
- Multi-armed_bandit subject Category:Sequential_experiments.
- Multi-armed_bandit subject Category:Sequential_methods.
- Multi-armed_bandit subject Category:Stochastic_optimization.
- Multi-armed_bandit type Ability105616246.
- Multi-armed_bandit type Abstraction100002137.
- Multi-armed_bandit type Act100030358.
- Multi-armed_bandit type Activity100407535.
- Multi-armed_bandit type Cognition100023271.
- Multi-armed_bandit type Event100029378.
- Multi-armed_bandit type Experiment100639556.
- Multi-armed_bandit type Investigation100633864.
- Multi-armed_bandit type Know-how105616786.
- Multi-armed_bandit type Method105660268.
- Multi-armed_bandit type PsychologicalFeature100023100.
- Multi-armed_bandit type Research100636921.
- Multi-armed_bandit type ScientificResearch100641820.
- Multi-armed_bandit type SequentialExperiments.
- Multi-armed_bandit type SequentialMethods.
- Multi-armed_bandit type Work100575741.
- Multi-armed_bandit type YagoPermanentlyLocatedEntity.
- Multi-armed_bandit comment "In probability theory, the multi-armed bandit problem (sometimes called the K- or N-armed bandit problem) is the problem a gambler faces at a row of slot machines, sometimes known as "one-armed bandits", when deciding which machines to play, how many times to play each machine and in which order to play them. When played, each machine provides a random reward from a distribution specific to that machine.".
- Multi-armed_bandit label "Bandit manchot (mathématiques)".
- Multi-armed_bandit label "Multi-armed bandit".
- Multi-armed_bandit sameAs Bandit_manchot_(mathématiques).
- Multi-armed_bandit sameAs m.087186.
- Multi-armed_bandit sameAs Q2882343.
- Multi-armed_bandit sameAs Q2882343.
- Multi-armed_bandit sameAs Multi-armed_bandit.
- Multi-armed_bandit wasDerivedFrom Multi-armed_bandit?oldid=606348749.
- Multi-armed_bandit depiction Las_Vegas_slot_machines.jpg.
- Multi-armed_bandit isPrimaryTopicOf Multi-armed_bandit.
