/bandits

An introduction to multi arm bandits

Primary LanguageJupyter Notebook

An introduction to multi arm bandits

Code adapted from John Myles White's super succinct book, "Bandit Algorithms for Website Optimization" (O'Reilly)

What's different

  • Code ported to Python 3.6
  • Uses builtin functions whenever possible
  • Plots created with Matplotlib instead of R

More to come

  • UCB1
  • Solutions to the exercises
  • Brief explanation/summary
  • Cleaner code