Gittens Index

Consider the multi-arm bandit problem where each arm has an unknown probability of paying either 0 or 1, and a specified payoff discount factor of x (i.e. for two successive payoffs, the second is valued at x% of the first, where x < 100%).  The Gittens index is [...]

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Cold Start Problem

There are various ways to recommend additional products to an online purchaser, and the most effective ones rely on prior purchase or rating history -

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Autoregressive

Autoregressive refers to time series forecasting models (AR models) in which the independent variables (predictors) are prior values of the time series itself.

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