Multi-armed bandit problems

This project provides the official implementation of the following paper. Simple Modification of the Upper Confidence Bound Algorithm by Generalized Weighted Averages (https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0322757).

Requirements

Compatible with Python3.6 and above. The required libraries are listed below.

• NumPy
• matplotlib
• scikit-optimize

Installation

$ pip install numpy
$ pip install matplotlib
$ pip install scikit-optimize

Quickstart StochasticMAB

$ python compare_stochastic_mab.py

The results are displayed as below.

For more information, compare_stochastic_mab.py.

Quickstart SurvivalMAB

$ python compare_survival_mab.py

The results are displayed as below.

For more information, compare_survival_mab.py.

Experiments in the paper

The three experiments described in the paper can be executed with the following commands.

$ python experiment1.py

$ python experiment2.py

$ python experiment3.py

License

This is free and open-source software licensed under the 3-clause BSD license.