CEMAB: A Cross-Entropy-based Method for Large-Scale Multi-Armed Bandits

Abstract

The multi-armed bandit (MAB) problem is an important model for studying the exploration–exploitation tradeoff in sequential decision making. In this problem, a gambler has to repeatedly choose between a number of slot machine arms to maximize the total payout, where the total number of plays is fixed. Although many methods have been proposed to solve the… (More)
DOI: 10.1007/978-3-319-51691-2_30

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