Answers.Body: <p>There is the <a href="https://tor-lattimore.com/downloads/book/book.pdf" rel="nofollow noreferrer">bandit book</a> by Lattimore and Szepesvari, which is, I think, the main reference in the field: you can find pretty everything about Bandits, even more recent and research oriented topics.</p>
  <p>Keep in main that it is a strongly theoretical book.</p>
  <p><em><strong>Update</strong></em></p>
  <ul>
  <li><a href="https://incompleteideas.net/book/the-book-2nd.html" rel="nofollow noreferrer">RL: an introduction</a> by Sutton &amp; Barto: the chapter 2 is about <em>multi-armed bandits</em>. It's still theoretical but with some pseudo-code example, also the authors provides some bibliography.</li>
  <li><a href="https://www.packtpub.com/product/mastering-reinforcement-learning-with-python/9781838644147" rel="nofollow noreferrer">Mastering RL with Python</a>: see chapter 2 (MAB) and chapter 3 (contextual bandits). This is a practical book, with code examples in Python. Also you can find the code <a href="https://github.com/PacktPublishing/Mastering-Reinforcement-Learning-with-Python" rel="nofollow noreferrer">here</a>.</li>
  </ul>
  
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Answers.Text: I know this but it is too mathematical.
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Answers.CreationDate: 2024-02-05T08:58:00.353Z
Answers.Text: @DSPinfinity I can't blame you. I'll see if I can find something easier
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Answers.UserDisplayName: Luca Anzalone
Body: <p>I am looking for good sources (textbook, lecture notes, etc)
  on multi-armed bandits where both theory and practical examples are given.</p>
  <p>I will be happy for suggestion of such material.</p>
  
Tags: <reinforcement-learning><reference-request><multi-armed-bandits>
Title: Where can I find good sources (textbook, lecture notes, etc) on multi-armed bandits?
UserDisplayName: DSPinfinity
ThreadText: # Where can I find good sources (textbook, lecture notes, etc) on multi-armed bandits?
  
  (Asked by: username_0 on 2024-02-02)
  
  I am looking for good sources (textbook, lecture notes, etc)
  on multi-armed bandits where both theory and practical examples are given.
  
  I will be happy for suggestion of such material.
  
  **Tags:** reinforcement-learning, reference-request, multi-armed-bandits
  
  
  ---
  
  ## 1 answers
  
  ### Answer by username_1 on 2024-02-03. Score: 1
  
  There is the [bandit book](https://tor-lattimore.com/downloads/book/book.pdf) by Lattimore and Szepesvari, which is, I think, the main reference in the field: you can find pretty everything about Bandits, even more recent and research oriented topics.
  
  Keep in main that it is a strongly theoretical book.
  
  ***Update***
  
  * [RL: an introduction](https://incompleteideas.net/book/the-book-2nd.html) by Sutton & Barto: the chapter 2 is about *multi-armed bandits*. It's still theoretical but with some pseudo-code example, also the authors provides some bibliography.
  * [Mastering RL with Python](https://www.packtpub.com/product/mastering-reinforcement-learning-with-python/9781838644147): see chapter 2 (MAB) and chapter 3 (contextual bandits). This is a practical book, with code examples in Python. Also you can find the code [here](https://github.com/PacktPublishing/Mastering-Reinforcement-Learning-with-Python).
  
  > **Comments:**
  > **username_0**: I know this but it is too mathematical.  
  > **username_1**: @username_0 I can't blame you. I'll see if I can find something easier  
  
  ---
  
  