/PoissonMultiArmedBandits

A slightly modified UCB algorithm for Multi Armed Bandits (MABs) where we have as a given that each bandit rewards with a Poisson distribution

Primary LanguagePython

Poisson Multiarmed Bandits

A slightly modified UCB algorithm for Multi Armed Bandits (MABs) where we have as a given that each bandit rewards with a Poisson distribution (yet of unknown lamdas).