nicoleorzan / Multi-armed-bandit-RL

C++ implementation of Multi-Armed Bandits (Gaussian and Bernoulli)

Multi-Armed Bandit with Reinforcement Learning

This repository contains a C++ implementation of the Multi-Armed Bandit described in "Reinforcement Learning - An introduction" by Sutton and Barto.

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The following exploration policies have been implemented:

• Epsilon-greedy
• Boltzmann (softmax)
• UCB
• Gradient Bandit Algorithm with softmax action preferences

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Quick start

To compile Gaussian Bandit code use:

make -f Makefile.gaus

run the executable with ./a.out and insert the requested parameters.

In the same way, to compile Bernoulli Bandit code use:

make -f Makefile.bern