Welcome to SMPyBandits documentation!

Open-Source Python package for Single- and Multi-Players multi-armed Bandits algorithms.

A research framework for Single and Multi-Players Multi-Arms Bandits (MAB) Algorithms: UCB, KL-UCB, Thompson and many more for single-players, and MCTopM & RandTopM, MusicalChair, ALOHA, MEGA, rhoRand for multi-players simulations. Runs on Python 2 and 3, open-source under the MIT License.

This repository contains the code of my numerical environment, written in Python, in order to perform numerical simulations on single-player and multi-players Multi-Armed Bandits (MAB) algorithms.

PyPI implementation PyPI pyversions MIT license

I (Lilian Besson) have started my PhD in October 2016, and this is a part of my on going research since December 2016.

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How to cite this work?

If you use this package for your own work, please consider citing it with this piece of BibTeX:

    title =   {{SMPyBandits: an Open-Source Research Framework for Single and Multi-Players Multi-Arms Bandits (MAB) Algorithms in Python}},
    author =  {Lilian Besson},
    year =    {2018},
    url =     {https://github.com/SMPyBandits/SMPyBandits/},
    howpublished = {Online at: \url{GitHub.com/SMPyBandits/SMPyBandits}},
    note =    {Code at https://github.com/SMPyBandits/SMPyBandits/, documentation at https://smpybandits.github.io/}

I also wrote a small paper to present SMPyBandits, and I will send it to JMLR MLOSS. The paper can be consulted here on my website.


Both this documentation and the code are publicly available, under the open-source MIT License. The code is hosted on GitHub at github.com/SMPyBandits/SMPyBandits.

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