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In Azure, we should be able to set a node as spot (preemptible) by setting [properties.priority = 'Spot'](https://docs.microsoft.com/en-us/rest/api/compute/virtualmachines/createorupdate#virtualmachin…
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I need to implement CD-MAB algorithms, for piece-wise stationary bandits, based on GLR tests for 1-dim exp. families (with kl).
- [x] GLR for univariate Gaussian distributions
- [x] GLR for Bernou…
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> ["KL-UCB-switch: optimal regret bounds for stochastic bandits from both a distribution-dependent and a distribution-free viewpoints", Garivier et al, 2018](https://arxiv.org/abs/1805.05071) introduc…