Hi Abhishek,

It is typically true that a well-tuned Boltzmann or Bayesian exploration strategy will indeed outperform e-greedy, because they have access to more information about the policy.

See this paper if you’d like to read a more in-depth comparison that was done using different techniques: http://arxiv.org/pdf/1507.00814

PhD. Interests include Deep (Reinforcement) Learning, Computational Neuroscience, and Phenomenology.

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