A problem about when to try new choices and when to trust known winners.
A Bandit problem is like a row of mystery gumball machines. One machine is the candy king, but your quarters are limited.
It helps systems test choices while still earning rewards. You meet it in recommendations, ads, and online tests.
Exploration-Exploitation Tradeoff
Bandit is the classic practice problem for trying new paths versus using safe ones.
Thompson Sampling
Thompson Sampling is one common way to solve a Bandit problem.
UCB
UCB uses a hopeful upper score to decide which arm deserves more tries.
RL
Bandit is often seen as the simplest starter scene in RL.