https://github.com/a-poor/bayesian-bandit

Modeling a 1-armed bandit with pystan.
https://github.com/a-poor/bayesian-bandit

arviz bayes multi-armed-bandit pystan python

Last synced: about 2 months ago
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Modeling a 1-armed bandit with pystan.

• Host: GitHub
• URL: https://github.com/a-poor/bayesian-bandit
• Owner: a-poor
• License: gpl-3.0
• Created: 2020-09-09T17:06:26.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2020-09-09T21:38:15.000Z (over 4 years ago)
• Last Synced: 2025-03-26T06:35:57.324Z (about 2 months ago)
• Topics: arviz, bayes, multi-armed-bandit, pystan, python
• Language: Jupyter Notebook
• Homepage:
• Size: 76.2 KB
• Stars: 0
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# bayesian-bandit

_created by Austin Poor_

[![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/a-poor/bayesian-bandit/master?filepath=bayes-bandit.ipynb&urlpath=lab)

[![NBViewer](https://img.shields.io/badge/render-nbviewer-orange)](https://nbviewer.jupyter.org/github/a-poor/bayesian-bandit/blob/master/bayes-bandit.ipynb#)

Using [`pystan`](https://mc-stan.org/) to approach a simplified version of the [multi-armed bandit problem](https://en.wikipedia.org/wiki/Multi-armed_bandit), where the goal is to use bayesian modeling to predict the probability of success for an unknown process.

The notebook [bayes-bandit.ipynb](./bayes-bandit.ipynb) has the analysis code and the file [bandit.py](./bandit.py) has a 1-armed-bandit class used by the notebook.

## Run the Code

### Binder

To run the notebook using Binder, click the badge above or use [this link](https://mybinder.org/v2/gh/a-poor/bayesian-bandit/master?filepath=bayes-bandit.ipynb&urlpath=lab). 

### Docker

There's an included [docker-compose file](./docker-compose.yml), for running the notebook in a container, which can be run with the command:

```bash

$ docker-compose up

```