flebeau / SMABP

Small implementation of strategies in the Stochastic Multi-arm Bandit Problem

SMABP

SMABP is a small simulation program implementing the Stochastic Multi-Armed Bandit problem with a specification file format for the system. It also implements various greedy strategies:

• naive greedy;
• ε-greedy;
• vanishing greedy;
• UCB-alpha.

Prerequisites

• CMake >= 3.1
• Boost: timer and program_options
• C++ compiler with C++11 standard
• Gnuplot >= 4.6
• OpenMP (recommended)

Compiling and launching examples

You can use the given script in the root directory

    ./run.sh

Otherwise the program can be compiled directly using cmake:

    mkdir -p build
    cd build/
    cmake ..
    make -j

Program Usage

See the help command:

    build/SMABP --help

System specification file format

Each line of the file corresponds to a bandit. For now there are only two types of bandits:

1. Deterministic with value v: D v
2. Uniform with mean m and minimum value l: U m l