This is the code from the post The Reasonable Effectiveness of the Multiplicative Weights Update Algorithm. The repo contains:
mwua.py
, a generic MWUA algorithm written in python. Good for remixing.linear-programming/linear.py
, an implementation of an approximate linear programming solver using MWUA.js-demo/
, the code for a live javascript demo of MWUA. Play with the live demo here.