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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.

ucb1 bandit ab-testing

Python

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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