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https://github.com/j2kun/mwua

Python code implementing the MWUA algorithm and a Linear Program solver
https://github.com/j2kun/mwua

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Python code implementing the MWUA algorithm and a Linear Program solver

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# Multiplicative Weights Update Algorithm

This is the code from the post [The Reasonable Effectiveness of the Multiplicative Weights Update Algorithm](https://jeremykun.com/2017/02/27/the-reasonable-effectiveness-of-the-multiplicative-weights-update-algorithm/). The repo contains:

- `mwua.py`, a generic MWUA algorithm written in python. Good for remixing.
- `linear-programming/linear.py`, an implementation of an approximate linear programming solver using MWUA.
- `js-demo/`, the code for a live javascript demo of MWUA. Play with the live demo [here](http://j2kun.github.io/mwua/index.html).