• 1 Introduction
  • 2 Iterative stochastic algorithms ▶
    • 2.1 Ionescu-Tulcea theorem ▶
      • Case of a composition-product
    • 2.2 Independence and Markov property
  • 3 Stochastic multi-armed bandits ▶
    • 3.1 Algorithm, bandit and probability space
    • 3.2 Alternative model
    • 3.3 Regret and other bandit quantities
  • 4 Concentration inequalities
  • 5 Bandit algorithms ▶
    • 5.1 Explore-Then-Commit
    • 5.2 UCB
  • 6 Practical Algorithms
  • 7 Sampling
  • 8 Bibliography
  • Dependency graph

LeanBandits

Rémy Degenne

A Lean package for bandit algorithms
  • 1 Introduction
  • 2 Iterative stochastic algorithms
    • 2.1 Ionescu-Tulcea theorem
      • Case of a composition-product
    • 2.2 Independence and Markov property
  • 3 Stochastic multi-armed bandits
    • 3.1 Algorithm, bandit and probability space
    • 3.2 Alternative model
    • 3.3 Regret and other bandit quantities
  • 4 Concentration inequalities
  • 5 Bandit algorithms
    • 5.1 Explore-Then-Commit
    • 5.2 UCB
  • 6 Practical Algorithms
  • 7 Sampling
  • 8 Bibliography