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Thompson Sampling

This package was developed for the course of DS223 at American University of Armenia by Elina Israyelyan

The package is created to implement Thompson Sampling algorithm.

Features

  • Implement Thompson Sampling with Beta Distribution
  • Implement Thompson Sampling with Normal Distribution
  • Do both dynamic and static visualizations for the distributions' pdf functions.

Usage

import thompson_sampling

model = thompson_sampling.model.NormalDistribution() 

# fitting the model 
model.fit(data) 

# predicting the best reward giving arm
model.predict()

For further examples check the examples/ directory or visit the documentation website.

References

A Tutorial on Thompson Sampling. Available here [Accessed 14 May 2022] .
Introduction to Thompson Sampling. Available here [Accessed 14 May 2022].
Github repo BabyRobot. Available here

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Package to implement the Thompson Sampling algorithm.

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