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Q 1 : Variance The goal of this question is to study the variance of different algorithms for adversarial multiarmed bandits problem experimentally. Consider the
Q: Variance
The goal of this question is to study the variance of different algorithms for adversarial multiarmed
bandits problem experimentally. Consider the EXP and EXPIX algorithms that
were discussed in class for this problem. Let the number of arms be At each iteration,
generate a dimensional loss vector where each component is chosen iid from a Beta
distribution with both parameters equal to for all arms except the th arm. For the th
arm, let the parameters be alpha beta Implement both the algorithms and run it for
times for iterations each and plot the pseudo regrets along with error bars.
Comment on the variance of these two algorithms. Bonus: what happens to the variance
when you play around with the shape parameters?
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