Summary
In this first practical tutorial, you implemented Thompson Sampling to solve the multi-armed bandit problem as applied to an advertising campaign. Thompson Sampling was able to find the best business strategy quickly, something which Random Selection was unable to do. In total you generated 91% of relative return, which, after making some assumptions, would generate an extra 2 billion dollars in revenue. You did that in just one file in less than 60 lines of code. Quite astounding, right?