Some bandit algorithms in MATLAB

List of Algorithms

LExp

See details in Policy_LExp.m

UCB

See details Policy_UCB.m

Exp3.M

See details in Policy_EXP3M.m

MESI

(to be released)

Extension

• Inherit the Arm class to create new arms
• Inherit the Policy class to create new policies

Note

• Test the script by running main.m
• This scripts do not implement the time-varying rewards.
• Tested on MATLAB 2016b and MATLAB 2017b.