Thompson sampling
Heuristic for choosing actions that addresses the exploration-exploitation dilemma in the multi-armed bandit problem
Nº Q7795822 ★★
Uncommon · Knowledge
Thompson sampling
Heuristic for choosing actions that addresses the exploration-exploitation dilemma in the multi-armed bandit problem
Thompson sampling, named after William Rae Thompson, is a heuristic for choosing actions that address the exploration–exploitation dilemma in the multi-armed bandit problem. It consists of choosing the action that maximizes the expected reward with respect to a randomly drawn belief.
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From Wikipedia
Thompson sampling, named after William Rae Thompson, is a heuristic for choosing actions that address the exploration–exploitation dilemma in the multi-armed bandit problem. It consists of choosing the action that maximizes the expected reward with respect to a randomly drawn belief.
Text: Wikipédia, CC BY-SA 4.0. · Image: Nguiard (CC BY 4.0) ·
