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The article is interesting, but assumed you get to pull all of the arms at once, and see all of the results. That's different from the website optimization problem.

The book looks like it would take a long time to work through, and they don't get to the multi-armed bandit problem until chapter 6. It goes into my todo list, but is likely to take a while to get off of it...




Yes, I realized after posting that this is probably a better paper to link to: http://cseweb.ucsd.edu/~yfreund/papers/bandits.pdf The algorithms for the partial information setting are sometimes surprisingly similar to the algorithms where you see all the results. The algorithm in the paper linked above is essentially the same algorithm but with a small exploration probability. The regret bound gets worse by a factor of sqrt(N), however.




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