Let
Another equivalent error is:
These errors can be written in matrix form:
Let
Another equivalent error is:
These errors can be written in matrix form:
This blog post is about the Multi Armed Bandit(MAB) problem and about the Exploration-Explotation dilemma faced in reinforcement learning. MABs find applications in areas such as advertising, drug trials, website optimization, packet routing and resource allocation.
A Multi Armed Bandit consists of
The arm which has the highest mean reward is called as the optimal arm. Let $i^$ be the optimal arm and $\mu^$ be its mean reward. Another way of maximising the cumulative reward is by minimising the cumulative expected Regret.
$$Regret = \sum_{t=1}^Tr_{i^}-r_{it}$$ $$\begin{align}
import numpy as np | |
import matplotlib.pyplot as plt | |
import math | |
number_of_bandits=10 | |
number_of_arms=10 | |
number_of_pulls=30000 | |
epsilon=0.3 | |
temperature=10.0 | |
min_temp = 0.1 | |
decay_rate=0.999 |
layout | title | published |
---|---|---|
post |
Backpropagation in Matrix Form |
true |
Backpropagation is an algorithm used to train neural networks, used along with an optimization routine such as gradient descent. Gradient descent requires access to the gradient of the loss function with respect to all the weights in the network to perform a weight update, in order to minimize the loss function. Backpropagation computes these gradients in a systematic way. Backpropagation along with Gradient descent is arguably the single most important algorithm for training Deep Neural Networks and could be said to be the driving force behind the recent emergence of Deep Learning.
Any layer of a neural network can be considered as an Affine Transformation followed by application of a non linear function. A vector is received as input and is multiplied with a matrix to produce an output , t