Epsilon-greedy solution to the multiarmed-bandit problem, with recency bias
OCaml
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README.md
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multiarmed.ml
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README.md

This is an OCaml library that provides an implementation of the epsilon-greedy solution to the multiarmed-bandit problem, using exponential moving averages for a faster adaptation to new trends.

Practical use: finding out which variant of a user interface is most often successful while maximizing the overall success rate as the system is learning.

See also:

Installation:

$ make
$ make install

Uninstallation:

$ make uninstall