The Multi-Armed Bandit Problem and Thompson Sampling

  • Navin Goyal | Microsoft Research India

I will give an introduction to the basic multi-armed bandit problem, mention some of its many variants, and time permitting give an indication of proof techniques.

Speaker Details

I am a member of the Algorithms Group at Microsoft Research India. My research interests are broadly in theoretical computer science. I am also interested in algorithmic problems arising directly in practice.

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