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All Projects → niffler92 → Bandit

niffler92 / Bandit

Licence: Apache-2.0 license
Bandit algorithms

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Labels

simulationthompson-samplingmultiarm-banditcontextual-banditbandit-algorithmslinucb

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Bandit algorithms

Contextual Bandit

Current implementations

  • UCB1
  • LinUCB

simulation example:
Change Directory to example/scripts and type ./simulation.sh in command line.

./simulation.sh

Experiment can be done by changing arguments and Envs in simulation.sh and example/envs/envs.py, example/envs/bandits.py

Original work reference bgalbraith

Study guide

Paper and thesis

Lecture notes

Blog posts

TODO

  • Thompson Sampling
  • Exp3,4
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