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magigo/探索与利用.md

Created February 5, 2015 07:14
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探索与利用.md

  1. 长尾的(a,u,c)组合

  2. Multi-arm Bandit问题

有限个arms，代表每一个a，每一个有有限的确定收益

目的是在每个时刻t，我们必须从arms中选择一个，最终目标是优化整体收益

  1. 挑战 海量空间需要被探索，每个arm期望收益是动态变化的

  2. 思路 UCB算法 beta-UCB

    LinUCB,特征空间内的UCB

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