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UCB1, Thompson algorithms #1

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MilaKyr opened this issue Nov 24, 2022 · 1 comment
Open

UCB1, Thompson algorithms #1

MilaKyr opened this issue Nov 24, 2022 · 1 comment

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@MilaKyr
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MilaKyr commented Nov 24, 2022

Hi, thanks a lot for the great crate! I'm planning to use it in my project :)

I wanted to add UCB1 and Thompson algorithms to the crate. Also wanted to add separate update for selected arm and for reward received, as I will be using it in multi-threaded environment where reward can be delayed up to a few minutes. I think it is a quite common use case and would be useful in the crate.

What do you think?

@Ragnaroek
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Great. I will happily accept Pull Requests in that direction!

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