Reasonable Effectiveness of the Multiplicative Weights Update Algorithm (2017)
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2007–2026One slot for every year since HN launched. Height is that year's peak points; orange marks a 100+ point or 50+ comment breakout. Select a bar to open its strongest thread.
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HN comment order+1 for Multiplicative Weights Update as a technique, and kudos for the nice write-up. Having studied this myself a couple of years ago, I believe an intuitive way to understand its power is that MWU approximately optimizes an l_\infty-norm by approximating it with a sum of exponentials (the potential function from the proof). The analogy isn't perfect, but it helped me reason about it. There is also a tentative link to tropical geometry because of this. When you have a…
In the context of bandits, how does this perform compared to Thompson Sampling?
The first top-level comment from each of the four biggest threads, in HN’s own order. Excerpts are shortened; open a comment for full context.
- Breakout years
- 2
- Total points
- 240
- Total comments
- 33
100+ points or 50+ comments
reference only — not used in Hall rules or ranking
reference only — not used in Hall rules or ranking
Every submission
| Date | Title as submitted | By | Points | Comments |
|---|---|---|---|---|
| 2017-02-27 | The Reasonable Effectiveness of the Multiplicative Weights Update Algorithm | akalin | 4 | 0 |
| 2017-03-13 | The Reasonable Effectiveness of the Multiplicative Weights Update AlgorithmFirst breakout | seycombi | 106 | 17 |
| 2021-07-04 | Reasonable Effectiveness of the Multiplicative Weights Update Algorithm (2017)Best thread · Latest 20+ point return | signa11 | 130 | 16 |