The Reasonable Effectiveness of the Multiplicative Weights Update Algorithm Posted by signa11 on Monday June 10, 2024 @11:04AM from the jeremykun.com dept. https://www.jeremykun.com/2017/02/27/the-reasonable-effectiveness-of-the-multiplicative-weights-update-algorithm/ ( 2 comments | 2 points | on HN )
Love it, thanks for posting.
Reading through, this method sounds a lot like Thompson sampling, and surely enough, the previous thread came up after a quick search for comparisons.
Sadly, no immediate empirical results came up, but having another tool in the belt is good on its own.