Caitlin Wilson

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Upper Confidence Bound algorithms assign a single number to each arm of the multi-armed bandit. And that number is set to the highest value that the arm could reasonably have, based on the information available so far. So an Upper Confidence Bound algorithm doesn’t care which arm has performed best so far; instead, it chooses the arm that could reasonably perform best in the future.
Algorithms to Live By: The Computer Science of Human Decisions
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