Multi-armed bandit

Fully Annotated Guide to "The Multi-Armed Bandit Problem and Its Solutions"

The multi-armed bandit problem is a classic exploration–exploitation dilemma in reinforcement learning. Lilian Weng’s post is an excellent introduction, but some mathematical details and motivations can be cryptic. This article annotates it with step-by-step explanations and supplementary notes.

 · 16 min · 3235 words · Shichao Song