Bandit Algorithms

书名：Bandit Algorithms
作者：TorLattimore/CsabaSzepesvári
译者：
ISBN：9781108486828
出版社：CambridgeUniversityPress
出版时间：2020-7-31
格式：epub/mobi/azw3/pdf
页数：450
豆瓣评分：

书籍简介：

Decision-making in the face of uncertainty is a significant challenge in machine learning, and the multi-armed bandit model is a commonly used framework to address it. This comprehensive and rigorous introduction to the multi-armed bandit problem examines all the major settings, including stochastic, adversarial, and Bayesian frameworks. A focus on both mathematical intuition and carefully worked proofs makes this an excellent reference for established researchers and a helpful resource for graduate students in computer science, engineering, statistics, applied mathematics and economics. Linear bandits receive special attention as one of the most useful models in applications, while other chapters are dedicated to combinatorial bandits, ranking, non-stationary problems, Thompson sampling and pure exploration. The book ends with a peek into the world beyond bandits with an introduction to partial monitoring and learning in Markov decision processes.

作者简介：

Tor Lattimore is a research scientist at DeepMind. His research is focused on decision making in the face of uncertainty, including bandit algorithms and reinforcement learning. Before joining DeepMind he was an assistant professor at Indiana University and a postdoctoral fellow at the University of Alberta.

Csaba Szepesvári is a Professor in the Department of Computing Science at the University of Alberta and a Principal Investigator of the Alberta Machine Intelligence Institute. He also leads the 'Foundations' team at DeepMind. He has co-authored a book on nonlinear approximate adaptive controllers and authored a book on reinforcement learning, in addition to publishing over 200 journal and conference papers. He is an action editor of the Journal of Machine Learning Research.

书友短评：

@ 潘大姜 我们组system用MAB，闺蜜刚好就是MAB的专家。我：在芸芸众model中你刚好就精通我需要的那个model，这就叫缘分天注定。闺蜜：你怎么知道我不懂其他model？我：行吧那你真是一个有用的朋友哦。（微笑表情） @ GliMmer Must read book in the multi-armed bandit area. @ Tiansuo Li 我们组system用MAB，闺蜜刚好就是MAB的专家。我：在芸芸众model中你刚好就精通我需要的那个model，这就叫缘分天注定。闺蜜：你怎么知道我不懂其他model？我：行吧那你真是一个有用的朋友哦。（微笑表情） @ GliMmer Must read book in the multi-armed bandit area.

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