/LT-S

This is an implementation of Lazy Track-and-Stop (LT&S), an optimal algorithm for best arm identification in linear bandits.

Primary LanguagePython

LT&S

This is an implementation of Lazy Track-and-Stop (LT&S), an optimal algorithm for best arm identification in linear bandits. To start an experiment, for instance "the many arms example", with the algorithm Lazy Track-and-Stop, run the command:

python many_arms_example.py lazyts