Multi-Armed Bandit Algorithms: Thompson Sampling

Intuition, Bayes, and an example

Sophia Yang, Ph.D.
Towards Data Science
6 min readMar 22, 2022

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Imagine that there is a row of slot machines in front of you. You do not know which machine will give you the best chance to win. How can you find the best slot machine to play with? What should you do to have a higher chance of…

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