{"id":301,"date":"2023-03-27T14:52:12","date_gmt":"2023-03-27T14:52:12","guid":{"rendered":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/?p=301"},"modified":"2023-06-01T15:10:11","modified_gmt":"2023-06-01T15:10:11","slug":"rt1-report-the-multi-armed-bandit-problem-and-thompson-sampling","status":"publish","type":"post","link":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/2023\/03\/27\/rt1-report-the-multi-armed-bandit-problem-and-thompson-sampling\/","title":{"rendered":"RT1 Report: The Multi-Armed Bandit Problem and Thompson Sampling"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">The first of two reports I have written this year for STOR601 is on the multi-armed bandit problem, supervised by James Grant.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">This report focuses on using Thompson sampling to minimise regret for the multi-armed bandit problem, including approximations to Thompson sampling when the method cannot be used directly. These methods are compared empirically using simulated data.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">View the report here:<\/p>\n\n\n\n<div class=\"wp-block-buttons is-layout-flex wp-block-buttons-is-layout-flex\">\n<div class=\"wp-block-button is-style-fill\"><a class=\"wp-block-button__link has-text-color has-background wp-element-button\" href=\"http:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-content\/uploads\/sites\/47\/2023\/06\/RT1_Report.pdf\" style=\"color:#faf8f1;background-color:#185994\">RT1 Report<\/a><\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>The first of two reports I have written this year for STOR601 is on the multi-armed bandit problem, supervised by&hellip;<\/p>\n","protected":false},"author":54,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"footnotes":""},"categories":[7],"tags":[],"class_list":["post-301","post","type-post","status-publish","format-standard","hentry","category-mres-work"],"_links":{"self":[{"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/posts\/301","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/users\/54"}],"replies":[{"embeddable":true,"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/comments?post=301"}],"version-history":[{"count":1,"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/posts\/301\/revisions"}],"predecessor-version":[{"id":302,"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/posts\/301\/revisions\/302"}],"wp:attachment":[{"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/media?parent=301"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/categories?post=301"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.lancaster.ac.uk\/stor-i-student-sites\/james-neill\/wp-json\/wp\/v2\/tags?post=301"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}