/multiarm-bandit-demo

A small demonstration of three simple algorithms for the multi-arm bandit problem

Primary LanguagePythonMIT LicenseMIT

multiarm-bandit-demo

A small demonstration of three simple algorithms for the multi-arm bandit problem

Requires:

  • Python 3
  • Pandas
  • Numpy

Run:

python3 demo.py

Outputs:

# Strategies
explore    7.682451493483219
exploit    8.968238407784087
greedy     9.488354874608259
optimal   10.052427913089582

Reading and viewing material

There exists different algorithms to solve the multi-arm bandit problem.

Here are some videos that introduce the topic. I have based this demo on the first one.