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Multi-Armed Bandit

Welcome to the MAB repository. The Multi-Armed Bandit problem is a classic example of decision-making under uncertainty, often encountered in reinforcement learning, optimization, and many other fields. This repo contains the theory and some implementations of various classic MAB algorithms such as $\epsilon$-greedy, UCB, Exp3, Exp4, and Thompson Sampling.

Repository Structure

  • /algorithms - Contains implementation of various MAB algorithms in Python.
  • /slides - Contains presentation slides for each topic.
  • /theory - Includes theoretical explanations and derivations related to MAB problems and algorithms.
  • /project - Capstone project.

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