Example Treatment of spinal cord injury patients – Studied by Joel Burdick's group @Caltech Multi-armed bandit problem: – Thousands of arms Lecture 17: The Multi-Armed Bandit Problem48 55555 0110 0 0 0 66666 1121 1 1 1 77777 2132 2 2 2 88888 3143 3 3 3 99999 4154 4 4 4 10 Images from Yanan Sui UCB1 Regret Bound: Want regret bound that scales independently of #arms E.g., linearly in dimensionality of features x describing arms
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