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Multi-armed bandits (Practical Statistics ch 3) — sequential experimentation
that adapts: instead of a fixed-split A/B test, allocate more trials to the
arms that look better, trading exploration against exploitation. Three classic
policies: ε-greedy, UCB1, and Thompson sampling (Beta-Bernoulli). Kernel-class
Divergent (the sampling/branch logic).
Structs§
- Bandit
- A bandit over
karms.
Enums§
- Policy
- Allocation policy.