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.
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
This code is compatible with Python 3.
The primary dependencies are:
This code has a MIT license.