stucchio
/ bayes_bandit_empirical_gain_from_incorporating_priors.py
Created
April 28, 2013 22:17
Empirical gain from incorporating priors into the Bayesian Bandit
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| from numpy import * | |
| from scipy.stats import beta | |
| import random | |
| class BetaBandit(object): | |
| def __init__(self, num_options=2, prior=None): | |
| self.trials = zeros(shape=(num_options,), dtype=int) | |
| self.successes = zeros(shape=(num_options,), dtype=int) | |
| self.num_options = num_options |