The Multi-Armed Bandit Problem and Thompson Sampling

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.

Date:
Speakers:
Navin Goyal
Affiliation:
Microsoft Research India