/Bandit-algorithms

LinRel, SupLinRel, LinUCB, SupLinUCB, UCB-GLM, SupCB-GLM, LinTS, E-greedy, Giro, LinPhe, Phased Elimination, LSE, SpectralEliminator

Primary LanguagePython

contextual_bandit_algorithms

This folder contains existing linear bandit algorithm in the literature.

Algorithms are implemente by myself following corresponding papers.

The list of algorithms is:

LinRel, SupLinRel, LinUCB, SupLinUCB, LinTS, E-greedy, Giro, LinPhe, Phased Elimination, LSE, UCB-GLM, SupCB-GLM, SpectralEliminator