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Alanthink / banditpylib

A lightweight python library for bandit algorithms
https://alanthink.github.io/banditpylib-doc/
MIT License
29 stars 5 forks source link

Optmization in LilUCB #32

Closed sheelfshah closed 3 years ago

sheelfshah commented 3 years ago

Earlier we were calculating the UCB for each arm index. I have changed it to use the previously calculated UCB, and update the UCB of only those arms that are pulled

before: INFO:absl:Heuristic lilUCB's play with multi_armed_bandit runs 30.58 seconds. after: INFO:absl:Heuristic lilUCB's play with multi_armed_bandit runs 18.36 seconds.