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Epsilon Greedy Bandit Mock in Python
A simple epsilon-greedy multi-armed bandit simulation that balances exploration and exploitation to estimate true means of several Bernoulli-like reward distributions.
import random
class Bandit:
def __init__(self, true_mean):
self.true_mean = true_mean
self.estimated_mean = 0.0
self.n_pulls = 0
def pull(self):
return random.gauss(self.true_mean, 1.0)
def update(self, reward):
self.n_pulls += 1
self.estimated_mean += (r…
UCB1 Bandit Algorithm in Python
This code implements the UCB1 multi-armed bandit algorithm, balancing exploration and exploitation to identify the best arm while maximizing cumulative reward.
import math
import random
def ucb1(means, n_iterations=1000, exploration_weight=2.0):
"""Run UCB1 bandit algorithm on arms with given true means."""
n_arms = len(means)
counts = [0] * n_arms
rewards = [0.0] * n_arms
for t in range(1, n_iterations + 1):
# UCB1 selection
if t <…
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