/Online-Clustering-of-Bandits-ENSAE

Based on Gentile-Li-Zapella article "Online Clustering of Bandits"

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Online-Clustering-of-Bandits-ENSAE

Based on Gentile-Li-Zapella article "Online Clustering of Bandits"

Implementation of online stochastic bandit algorithm and application to artificial data.

  • Detailed code of CLUB algorithm available here
  • Results of the simulation available in this notebook