alexeybutyrev/mab

MAB

Description

Multi-armed Bandit library. It provides implementation of main algorithms like:

• EpsionGreedy
• BetaTS
• Softmax
• UCB1
• AnnealingSoftmax
• AnnealingEpsionGreedy
• AB testing
• Random Select

Also, the package enables trial simulations:

• Motecarlo Simulation

with different types of rewards

• Bernoulli Arms (binary rewards)
• Uniform Arms (uniformly distributed rewards)

How to Install

Two ways to install:

• Clone this repository
• pip install mab-hakuinadvisors

How to use

The best usage example can be found in the file simulation.ipynb

The package can be used as

• A part of another library or software
• API (in progress)
• Theoretical learning by using simulations like in simulation.ipynb or with different types of rewards, algorythms and simulation parameters

Documentation

The full documentation of the library and its functionality can be found here

Authors

If you have any questions email to Alexey Butyrev, Drew Maniglia