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Reinforcement Learning and Bandit Algorithms

Algorithms that learn by trial and error from rewards, such as multi-armed bandit methods, best arm identification and KL-UCB. An algorithm belongs here when its cited article describes learning from rewards, an agent choosing actions or a bandit problem. It excludes supervised and unsupervised learning methods. A member is placed here by what its own cited article states about it, not by the name of the algorithm or by the uses it is put to today, so each entry sits in the group its source describes it as belonging to.

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Reinforcement Learning and Bandit Algorithms
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Thompson sampling (Wikipedia)
Has Member: Thompson sampling, Lead paragraph
Quote, Has Member: Thompson sampling, Lead paragraph
in the multi-armed bandit problem
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Wikipedia: Best arm identification
Has Member: Best Arm Identification, Lead section
Quote, Has Member: Best Arm Identification, Lead section
sequential one-player game where the player has to find the best action (arm)
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Kullback-Leibler Upper Confidence Bound (Wikipedia)
Has Member: Kullback-Leibler Upper Confidence Bound, Lead section
Quote, Has Member: Kullback-Leibler Upper Confidence Bound, Lead section
In multi-armed bandit problems, KL-UCB
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Wikipedia: Q-Learning Algorithm
Wikimedia FoundationHas Member: Q-Learning Algorithm, Lead
Quote, Has Member: Q-Learning Algorithm, Lead
Q-learning is a reinforcement learning algorithm that trains an agent to assign values to its possible actions based on its current state, without requiring a model of the environment (model-free).
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OpenAI Spinning Up: Spinning Up: Proximal Policy Optimization
OpenAI Spinning UpHas Member: Proximal Policy Optimization Algorithm, Background
Quote, Has Member: Proximal Policy Optimization Algorithm, Background
PPO is a family of first-order methods that use a few other tricks to keep new policies close to old.
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