Comparison of different multi-armd bandit algorithm, based on simulated data.
Comparison of different multi-armd bandit algorithm, based on simulated data.
The code contains Matlab implementation of following band algorithms:
This is one of my previous course project - http://faculty.cse.tamu.edu/nikolova/Teaching/CSCE689_fall2011/
The ComparisonOfBanditAlgorithm.pdf (my report) contains the all the algorithm details and comparisons.
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