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Python code implementing the MWUA algorithm and a Linear Program solver
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linear-programming
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README.md
mwua.py

README.md

Multiplicative Weights Update Algorithm

This is the code from the post The Reasonable Effectiveness of the Multiplicative Weights Update Algorithm. The repo contains:

  • mwua.py, a generic MWUA algorithm written in python. Good for remixing.
  • linear-programming/linear.py, an implementation of an approximate linear programming solver using MWUA.
  • js-demo/, the code for a live javascript demo of MWUA. Play with the live demo here.
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