swMATH ID: 7782
Software Authors: Olivier Cappé, Aurélien Garivier, Emilie Kaufmann
Description: py/maBandits: matlab and python packages for multi-armed bandits. This package contains a python and a matlab implementation of the most widely used algorithms for multi-armed bandit problems. The purpose of this package is to provide simple environments for comparison and numerical evaluation of policies. Part of the code proposed here was used to produce the Figures included in our bandit papers (referenced below). The python code is provided with some C extensions that make it faster, but configuration-dependent. Some (basic) compilation work is required to use it. However, a plain python version is also included so that these extensions are by no way necessary to run the experiments.
Homepage: http://mloss.org/software/view/415/
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Cited in: 1 Publication

Cited in 1 Serial

1 The Annals of Statistics

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