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by peheje
1832 days ago
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Addendum. More tests. I see. Would you then lead the algorithm along a trajectory. If you can pass this simple test you would probably be able to pass this as well then this... Babysitting it along the way. Ideally you wouldn't need to, but maybe to make it possible.. |
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Each 'bandit' is a random boolean outcome, governed by some hidden success probability. Thompson Sampling trades of exploration and exploitation. If there's no successes ever, then all bandits are equally bad, and you just keep exploring randomly until you find some success (or give up). If you do have some success, you can try to exploit it.
For a problem with continuous parameters, you can discretize the parameter space by binning, and then choose randomly within a bin for each trial. 'Exploiting' a particular bin might lead to breaking it into more bins for finer resolution.