This project provides a simulation of multi-armed bandit problems.

This implementation is based on the below paper. Simple Modification of the Upper Confidence Bound Algorithm by Generalized Weighted Averages (https://arxiv.org/abs/2308.14350).

Compatible with Python3.6 and above. The required libraries are listed below.

• NumPy
• matplotlib
• scikit-optimize

$ pip install numpy $ pip install matplotlib 

$ python compare_stochastic_mab.py 

The results are displayed as below.

For more information, compare_stochastic_mab.py.

$ python compare_survival_mab.py 

The results are displayed as below.

For more information, compare_survival_mab.py.

The three experiments described in the paper can be executed with the following commands.

$ python experiment1.py 

$ python experiment2.py 

$ python experiment3.py 

This is free and open-source software licensed under the 3-clause BSD license.