A short implementation of bandit algorithms - ETC, UCB, MOSS and KL-UCB.
How to run?
For example to run UCB algorithm, simply run python main.py --algo ucb
Explore-Then-Commit (ETC)
Upper Confidence Bound (Basic UCB)
Minimax-Optimal Strategy in Stochastic Multi Armed Bandits (MOSS)
Kullback-Leibler Upper Confidence Bound (KL-UCB)
