Python utilities to compute a lower bound of the expected sample complexity to identify the best arm in a bandit model
Python 3 and the following libraries
- Numpy
- Scipy
- Cython
pip install cython numpy scipy
Check the example files
import numpy as np
import pyximport
_ = pyximport.install()
from math_func_cython import solveFBern
mu = [0.6, 0.5]
w, Tinv = solveFBern(np.ascontiguousarray(np.sort(mu)[::-1]))
print("T^(-1): {}".format(Tinv))
print("Sample complexity: {}".format(1/Tinv))
print("Optimal weights: {}".format(w))
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