Thompson sampling, named after William Rae Thompson, is a heuristic for choosing actions that address the exploration–exploitation dilemma in the multi-armed bandit problem. It consists of choosing the action that maximizes the expected reward with respect to a randomly drawn belief.
Thompson sampling, named after William Rae Thompson, is a heuristic for choosing actions that address the exploration–exploitation dilemma in the multi-armed bandit problem. It consists of choosing the action that maximizes the expected reward with respect to a randomly drawn belief.
Source: Wikipedia "Thompson sampling" · CC BY-SA 4.0
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