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The Epsilon-Greedy /UCB ("upper confidence bound") for MAB (Multiarmed-bandit) problem som

作者:互联网

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Epsilon-Greedy

supposed an k arm(slot) and set ε a little number between [0,0.1]

In short, epsilon-greedy means pick the current best option ("greedy") most of the time----(1-ε) + ε/k

but pick a random option with a small probability sometimes for other option-----(k-1)ε/k

often works as well as, or even better than, more sophisticated algorithms such as UCB

for more information about

A/B testing

Thompson sampling

see

https://towardsdatascience.com/solving-multiarmed-bandits-a-comparison-of-epsilon-greedy-and-thompson-sampling-d97167ca9a50

 

标签:upper,confidence,Greedy,option,Epsilon,greedy,sampling,reinforcement,pick
来源: https://www.cnblogs.com/yifan2015/p/12005552.html