Bandits

Source code and documentation for the work on multi-armed bandit problems.

Directories

doc

Latex files (and corresponding pdfs) for articles on the multi-armed bandit problem:

• doc/vts: arXiv submission "Variational inference for the multi-armed contextual bandit": https://arxiv.org/abs/1709.03163
• doc/nonparametric_mixture_bandits: arXiv submission entitled "Nonparametric Gaussian mixture models for the multi-armed contextual bandit": https://arxiv.org/abs/1808.02932
• doc/smc_bandits: arXiv submission for "Sequential Monte Carlo Bandits": https://arxiv.org/abs/1808.02933
• doc/doubleSampling: arXiv submission "Bayesian bandits: balancing the exploration-exploitation tradeoff via double sampling": https://arxiv.org/abs/1709.03162

src

Directory where different algorithms for the multi-armed bandit problem are implemented.

scripts

Helpful python code for bandit execution, plotting and evaluation.