Episodic Multi-armed Bandits

4 Aug 2015 Cem Tekin Mihaela van der Schaar

We introduce a new class of reinforcement learning methods referred to as {\em episodic multi-armed bandits} (eMAB). In eMAB the learner proceeds in {\em episodes}, each composed of several {\em steps}, in which it chooses an action and observes a feedback signal... (read more)

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