Comment by abetusk

One of the other comment threads has a link to a James LeDoux post about MAB with EG, UCB1, BUCB and EXP3, with EXP3, from what I've seen, marketed as an "adversarial" MAB method [0] [1].

I found a post [2] of doing some very rudimentary testing on EXP3 against UCB to see if it performs better in what could be considered an adversarial environment. From what I can tell, it didn't perform all that well.

Do you, or anyone else, have an actual use case for when EXP3 performs better than any of the standard alternatives (UCB, TS, EG)? Do you have experience with running MAB in adversarial environments? Have you found EXP3 performs well?

[0] https://news.ycombinator.com/item?id=42650954#42686404

[1] https://jamesrledoux.com/algorithms/bandit-algorithms-epsilo...

[2] https://www.jeremykun.com/2013/11/08/adversarial-bandits-and...