The Reasonable Effectiveness of the Multiplicative Weights Update Algorithm

Previous discussion: https://news.ycombinator.com/item?id=13857116

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.

Should have (2017) in the title to indicate when this was published.