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Code accompanying the paper "Be Greedy in Multi-Armed Bandits".

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Be Greedy in Multi-Armed Bandits

This repository contains the companion code for the following paper:

M. Jedor, J. Louëdec and V. Perchet. Be Greedy in Multi-Armed Bandits. arXiv preprint arXiv:2101.01086, 2021.

Implementation

In addition to the code reproducing the numerical experiments of the aforementioned paper, this repository contains a functional implementation of several bandit models along with state-of-the-art algorithms. Specifically, the following bandit models are implemented:

  • Multi-armed bandits
  • Bayesian multi-armed bandits
  • Continuous-armed bandits
  • Infinite-armed bandits
  • Linear bandits
  • Mortal bandits
  • Budgeted bandits
  • Cascading bandits

Installation

This code is compatible with Python 3.

The primary dependencies are:

License

This code has a MIT license.

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Code accompanying the paper "Be Greedy in Multi-Armed Bandits".

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