Jan. 12, 2024, 3:58 a.m. | /u/seesplease

Data Science www.reddit.com

My team recently open-sourced [bayesianbandits, the multi-armed bandit microframework](https://github.com/bayesianbandits/bayesianbandits) we use in production. We built it on top of scikit-learn for maximum compatibility with the rest of the DS ecosystem. It features:


**Simple API** - scikit-learn-style pull and update methods make iteration quick for both contextual and non-contextual bandits:

import numpy as np
from bayesianbandits import (
Arm,
NormalInverseGammaRegressor,
)
from bayesianbandits.api import (
ContextualAgent,
UpperConfidenceBound,
)

arms = [
Arm(1, learner=NormalInverseGammaRegressor()),
Arm(2, learner=NormalInverseGammaRegressor()),
Arm(3, learner=NormalInverseGammaRegressor()),
Arm(4, learner=NormalInverseGammaRegressor()),
]
policy …

agent alpha api arm array context datascience import iteration learn numpy policy scikit scikit-learn simple update

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