Algorithms for Infinitely Many-Armed Bandits

NeurIPS 2008 Yizao WangJean-Yves AudibertRémi Munos

We consider multi-armed bandit problems where the number of arms is larger than the possible number of experiments. We make a stochastic assumption on the mean-reward of a new selected arm which characterizes its probability of being a near-optimal arm... (read more)

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