Regret minimisation

Date created: 2021-10-20

This strategy has been used to optimise Explore Exploit problems, often by using the upper bound of the confidence interval for various options as the metric. Because the confidence intervals become smaller and “tighter” with more information, there is an inherent optimism to try new things in such an algorithm.

“Optimism in the face of uncertainty”.

For personal use

It can also be leveraged when deciding which projects and goals to pursue. Prioritize projects and goals you would otherwise regret not pursuing when you are old and looking back at life.


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