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Multi-armed bandit - Thompson sampling 0.0.1 Patrick Nicolas Last update 08.14.2020

Evaluation multi-armed bandit and Thompson sampling

Scala implementation of Multi-armed bandit, Thompson sampling, Asymptotic bounds and Kullback-Leibler divergence.

Packages

Package Description
plots Basic plotting classes wrapping JFree graphic Java library
thompsonsamling Implementation of Thompson sampling and various supporting classes

References