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Thompson Sampling Mock Bandit in Python

Implement a Thompson sampling multi-armed bandit to explore and exploit reward probabilities across multiple options, updating Beta distributions over time.

thompson-sampling bandit-algorithms exploration-exploitation

Python

import random

class ThompsonSamplingBandit:
    def __init__(self, num_arms, alpha=1.0, beta=1.0):
        self.num_arms = num_arms
        self.alpha = [alpha] * num_arms
        self.beta = [beta] * num_arms

    def select_arm(self):
        samples = [random.betavariate(a, b) for a, b in zip(self.alpha, self.beta…

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