The Multi-Armed Bandit Problem and Its Solutions
lilianweng.github.io- Category
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- ARTICLE
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- @lilianweng
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- Jul 21, 2026
About
The algorithms are implemented for Bernoulli bandit in lilianweng/multi-armed-bandit . Exploitation vs Exploration The exploration vs exploitation dilemma exists in many aspects of our life. Say, your favorite restaurant is right around the corner. If you go there every day, you would be confident of what you will get, but miss the chances of discovering an even better option. If you try new places all the time, very likely you are gonna have to eat unpleasant food from time to time. Similarly,
Why it made the leaderboard
A clear, code-backed walkthrough of bandit algorithms (epsilon-greedy, UCB, Thompson sampling) that maps the exploration/exploitation tradeoff to real problems like ad selection and A/B testing — useful anytime you need to allocate limited trials across uncertain options.
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