README.md

Multi Armed Bandit

This is the algorithm for multi-armed-bandit problem using epsilon_greedy and softmax that tries to maximize the reward given the Gaussian mean of the distributions.

Usage

Compilation/Install

git clone https://github.com/Ali92hm/multi-armed-bandit.git

Execution

The library code is under the algorithm folder. But to see how to use the algorithm you can look at the demo.py script.

python demo.py

Dependencies

• Python2.7
• Numpy
• Matplotlib

Structure

algorithm
├── LICENSE
├── demo.py                     - Demo of the algorithm in use
└── algorithm                   - Algorithm implementation
    ├── base_algorithm.py       - Base class for the algorithms
    ├── epsilon_greedy.py       - Epsilon-greedy algorithm
    └── softmax.py              - Softmax algorithm

Potential Bugs

To do

License

MIT license