https://github.com/lilianweng/multi-armed-bandit

Play with the solutions to the multi-armed-bandit problem.
https://github.com/lilianweng/multi-armed-bandit

Last synced: 7 months ago
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Play with the solutions to the multi-armed-bandit problem.

• Host: GitHub
• URL: https://github.com/lilianweng/multi-armed-bandit
• Owner: lilianweng
• Created: 2018-01-26T22:08:51.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2024-05-21T17:58:11.000Z (over 1 year ago)
• Last Synced: 2025-03-29T10:09:45.921Z (7 months ago)
• Language: Python
• Size: 114 KB
• Stars: 405
• Watchers: 12
• Forks: 96
• Open Issues: 3
• Metadata Files:
  • Readme: README.md

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README

          
## multi-armed-bandit

This repo is set up for a blog post I wrote on ["The Multi-Armed Bandit Problem and Its Solutions"](https://lilianweng.github.io/lil-log/2018/01/23/the-multi-armed-bandit-problem-and-its-solutions.html).

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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](results_K10_N5000.png?raw=true "K=10 N=5000")

- (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.