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Multi-Armed Bandits

Implementations of UCB1, Bayesian UCB, Epsilon Greedy, and EXP3 bandit algorithms on the Movielens-20m dataset. Algorithms are evaluated offline using replay.

To reproduce:

git clone https://github.com/jldbc/bandits
cd bandits/bandits
bash run.sh

Experiment setup details

Impementation details and results

Final results:

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Multi-Armed Bandit algorithms applied to the MovieLens 20M dataset

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