This is an OCaml library that provides an implementation of the epsilon-greedy solution to the multiarmed-bandit problem, using exponential moving averages for a faster adaptation to new trends.

Practical use: finding out which variant of a user interface is most often successful while maximizing the overall success rate as the system is learning.

See also:

• 20 lines of code that will beat A/B testing every time
• Multi-armed bandit problem on Wikipedia
• Exponential smoothing on Wikipedia

Installation:

$ make
$ make install

Uninstallation:

$ make uninstall