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multi-armed-bandit

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List of commits on branch master.
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6818c919b8ea7ddc238185d76a83fcf65b7d5fd1

Update README

committed 7 years ago
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117d3792eda420501db48714bc991bb1aa5fe730

add random seed

committed 7 years ago
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368c5ba4e1953ba5714d3112f5127b7954f62b43

readme update

committed 7 years ago
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243a8009d625306bc03cb28b0eebfcf7284dfd36

init code

committed 7 years ago
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0c97b86eef686147cb697abb00aa63c804d871ee

first commit

committed 7 years ago

README

The README file for this repository.

multi-armed-bandit

This repo is set up for a blog post I wrote on "The Multi-Armed Bandit Problem and Its Solutions".

The result of a small experiment on solving a Bernoulli bandit with K = 10 slot machines, each with a randomly initialized reward probability.

Alt text

  • (Left) The plot of time step vs the cumulative regrets.
  • (Middle) The plot of true reward probability vs estimated probability.
  • (Right) The fraction of each action is picked during the 5000-step run.