Naereen / Kullback-Leibler-divergences-and-kl-UCB-indexes

🐍 🔬 Fast Python implementation of various Kullback-Leibler divergences for 1D and 2D parametric distributions. Also provides optimized code for kl-UCB indexes

Home Page:https://naereen.github.io/Kullback-Leibler-divergences-and-kl-UCB-indexes/docs/index.html

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Make it ready to use as git submodule for SMPyBandits

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