py-lower-bound-bai

Python utilities to compute a lower bound of the expected sample complexity to identify the best arm in a bandit model

Requirements

Python 3 and the following libraries

• Numpy
• Scipy
• Cython

pip install cython numpy scipy

Usage

Check the example files

import numpy as np
import pyximport
_ = pyximport.install()
from math_func_cython import solveFBern

mu = [0.6, 0.5]

w, Tinv = solveFBern(np.ascontiguousarray(np.sort(mu)[::-1]))
print("T^(-1): {}".format(Tinv))
print("Sample complexity: {}".format(1/Tinv))
print("Optimal weights: {}".format(w))