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Techniques for bandit problems

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As the field of bandit evolves, there are tons of papers showing up every year. Rather than reading them one by one, this post aims to give the most general intuition on how to think about this type of problem, and three most famous benchmark algorithms.

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Directed Reading Program

Mentor program, University of Washington, Department of Statistics, 2020

This is a quarter-long mentoring program where each graduate student mentors an undergraduate on some topic of their own choice. A detailed introduction to the program is shown below: https://spa-drp.github.io/.