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MultiArmedBandit is a class library that can be used for implementing solutions modelled on the Bandit problem. The Bandit class handles the complexities of the UCB-1 algorithm. Developers simply implement two small interfaces to provide the data needed for the bandit machine to run. See the Simulation project source code to get an idea of how to use the class library. Also, the WidgetWorld web application demonstrates a simple case of using the bandit in an e-commerce setting. Conversions can be scored by purchasing 'widgets', and diagnostic information about the algorithm is displayed on a status page.
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Class library for solving bandit problems.
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