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There was a free Bandits algorithm book discussed on HN about a month ago.

https://news.ycombinator.com/item?id=17642564




Yes! I haven't read all of it yet, but from what I've seen so far, the book spends a lot of time rigorously proving mathematical properties/bounds of various bandit algorithms. I love rigor as much as the next guy, but I also like seeing code :)




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