k-armed-bandits

Under Development. Current branch - data
An implementation of "Deep Bayesian Bandits Showdown: An Empirical Comparison of Bayesian Deep Networks for Thompson Sampling".

References

• Riquelme, Carlos, George Tucker, and Jasper Snoek. "Deep bayesian bandits showdown: An empirical comparison of Bayesian deep networks for Thompson Sampling." arXiv preprint 2018.
• Bayesian Networks: Bayesian Networks.
• Thompson Sampling: A Tutorial on Thompson Sampling.