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The Reasonable Effectiveness of the Multiplicative Weights Update Algorithm

106 pointsby seycombiabout 8 years ago

3 comments

orasisabout 8 years ago
In the context of bandits, how does this perform compared to Thompson Sampling?
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ameliusabout 8 years ago
This is the first time I'm reading pseudocode of an algorithm before it is explained what the algorithm is supposed to do.
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hervatureabout 8 years ago
&gt; Sanjeev Arora and his coauthors consider it “a basic tool [that should be] taught to all algorithms students together with divide-and-conquer, dynamic programming, and random sampling.”<p>As someone who took Sanjeev&#x27;s Advanced Algorithms course this past semester, I can confirm that he himself does indeed teach this.