ENH: implement KLUCB algorithm with borda reduction

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ENH: implement KLUCB algorithm with borda reduction #209

Closed stsievert closed 7 years ago

stsievert commented 7 years ago

computeUCB isn’t run asynchronously with a priority list like in cardinal bandits KLUCB, and I'm unsure how that will effect performance.

stsievert commented 7 years ago

I have load tested this between two different EC2 machines. I find no difference between KL-UCB and Lil-UCB.