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An introduction to multi arm bandits

Code adapted from John Myles White's super succinct book, "Bandit Algorithms for Website Optimization" (O'Reilly)

What's different

  • Code ported to Python 3.6
  • Uses builtin functions whenever possible
  • Plots created with Matplotlib instead of R

More to come

  • UCB1
  • Solutions to the exercises
  • Brief explanation/summary
  • Cleaner code