Multi-armed Bandit Optimisation in Clojure

Multi-armed Bandit Optimisation in Clojure

Multi-armed Bandit strategies provide efficient and intuitive models that are often more easily applied to product optimisation than traditional methods.

Through building a sample application, Notflix, we use the Thompson Sampling algorithm to rank videos and select thumbnails to optimise click-throughs.


Paul Ingles

June 26, 2014