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<li class="toctree-l1"><a class="reference internal" href="README.html"><em>SMPyBandits</em></a></li>
<li class="toctree-l1"><a class="reference internal" href="docs/modules.html">SMPyBandits modules</a></li>
<li class="toctree-l1"><a class="reference internal" href="How_to_run_the_code.html">How to run the code ?</a></li>
<li class="toctree-l1"><a class="reference internal" href="PublicationsWithSMPyBandits.html">List of research publications using Lilian Besson’s SMPyBandits project</a></li>
<li class="toctree-l1"><a class="reference internal" href="Aggregation.html"><strong>Policy aggregation algorithms</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="MultiPlayers.html"><strong>Multi-players simulation environment</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="DoublingTrick.html"><strong>Doubling Trick for Multi-Armed Bandits</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="SparseBandits.html"><strong>Structure and Sparsity of Stochastic Multi-Armed Bandits</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="NonStationaryBandits.html"><strong>Non-Stationary Stochastic Multi-Armed Bandits</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="API.html">Short documentation of the API</a></li>
<li class="toctree-l1"><a class="reference internal" href="About_parallel_computations.html">About parallel computations</a></li>
<li class="toctree-l1"><a class="reference internal" href="TODO.html">💥 TODO</a></li>
<li class="toctree-l1"><a class="reference internal" href="plots/README.html">Some illustrations for this project</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/README.html">Jupyter Notebooks 📓 by Naereen &#64; GitHub</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/list.html">List of notebooks for SMPyBandits</a></li>
<li class="toctree-l1"><a class="reference internal" href="Profiling.html">A note on execution times, speed and profiling</a></li>
<li class="toctree-l1"><a class="reference internal" href="uml_diagrams/README.html">UML diagrams</a></li>
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<div class="section" id="welcome-to-smpybandits-documentation">
<h1>Welcome to SMPyBandits documentation!<a class="headerlink" href="#welcome-to-smpybandits-documentation" title="Permalink to this headline">¶</a></h1>
<p><strong>Open-Source Python package for Single- and Multi-Players multi-armed Bandits algorithms</strong>.</p>
<p>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 &amp; RandTopM, MusicalChair, ALOHA, MEGA, rhoRand for multi-players simulations.
It runs on Python 2 and 3, and is publically released as an open-source software under the <a class="reference external" href="https://lbeson.mit-license.org/">MIT License</a>.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>See more on <a class="reference external" href="https://github.com/SMPyBandits/SMPyBandits/">the GitHub page for this project</a>: <a class="reference external" href="https://github.com/SMPyBandits/SMPyBandits/">https://github.com/SMPyBandits/SMPyBandits/</a>.
The project is also hosted on <a class="reference external" href="https://gforge.inria.fr/project/admin/?group_id=9477">Inria GForge</a>, and the documentation can be seen online at <a class="reference external" href="https://smpybandits.github.io/">https://smpybandits.github.io/</a> or <a class="reference external" href="http://http://banditslilian.gforge.inria.fr/">http://http://banditslilian.gforge.inria.fr/</a> or <a class="reference external" href="https://smpybandits.readthedocs.io/">https://smpybandits.readthedocs.io/</a>.
<a class="reference external" href="https://smpybandits.github.io/"><img alt="Website up" src="https://img.shields.io/website-up-down-green-red/http/banditslilian.gforge.inria.fr.svg" /></a></p>
</div>
<p>This repository contains the code of <a class="reference external" href="https://perso.crans.org/besson/">my</a> numerical environment, written in <a class="reference external" href="https://www.python.org/">Python</a>, in order to perform numerical
simulations on <em>single</em>-player and <em>multi</em>-players <a class="reference external" href="https://en.wikipedia.org/wiki/Multi-armed_bandit">Multi-Armed Bandits
(MAB)</a> algorithms.</p>
<p><a class="reference external" href="https://github.com/Naereen/badges/"><img alt="Open Source? Yes!" src="https://badgen.net/badge/Open%20Source%20%3F/Yes%21/blue?icon=github" /></a> <a class="reference external" href="https://GitHub.com/SMPyBandits/SMPyBandits/graphs/commit-activity"><img alt="Maintenance" src="https://img.shields.io/badge/Maintained%3F-yes-green.svg" /></a> <a class="reference external" href="https://GitHub.com/Naereen/ama"><img alt="Ask Me Anything !" src="https://img.shields.io/badge/Ask%20me-anything-1abc9c.svg" /></a> <a class="reference external" href="https://GitHub.com/SMPyBandits/SMPyBandits/"><img alt="Analytics" src="https://ga-beacon.appspot.com/UA-38514290-17/github.com/SMPyBandits/SMPyBandits/README.md?pixel" /></a> <a class="reference external" href="https://PyPI.org/project/SMPyBandits/"><img alt="PyPI version" src="https://img.shields.io/pypi/v/smpybandits.svg" /></a> <a class="reference external" href="https://PyPI.org/project/SMPyBandits/"><img alt="PyPI implementation" src="https://img.shields.io/pypi/implementation/smpybandits.svg" /></a> <a class="reference external" href="https://PyPI.org/project/SMPyBandits/"><img alt="PyPI pyversions" src="https://img.shields.io/pypi/pyversions/smpybandits.svg" /></a> <a class="reference external" href="https://SMPyBandits.ReadTheDocs.io/en/latest/?badge=latest"><img alt="Documentation Status" src="https://readthedocs.org/projects/smpybandits/badge/?version=latest" /></a> <a class="reference external" href="https://travis-ci.org/SMPyBandits/SMPyBandits"><img alt="Build Status" src="https://travis-ci.org/SMPyBandits/SMPyBandits.svg?branch=master" /></a></p>
<p><a class="reference external" href="https://perso.crans.org/besson/">I (Lilian Besson)</a> have <a class="reference external" href="https://perso.crans.org/besson/phd/">started my
PhD</a> in October 2016, and this is
a part of my <strong>on going</strong> research since December 2016.</p>
<div class="section" id="how-to-cite-this-work">
<h2>How to cite this work?<a class="headerlink" href="#how-to-cite-this-work" title="Permalink to this headline">¶</a></h2>
<p>If you use this package for your own work, please consider citing it with this piece of BibTeX:</p>
<div class="highlight-default notranslate"><div class="highlight"><pre><span></span><span class="nd">@misc</span><span class="p">{</span><span class="n">SMPyBandits</span><span class="p">,</span>
    <span class="n">title</span> <span class="o">=</span>   <span class="p">{{</span><span class="n">SMPyBandits</span><span class="p">:</span> <span class="n">an</span> <span class="n">Open</span><span class="o">-</span><span class="n">Source</span> <span class="n">Research</span> <span class="n">Framework</span> <span class="k">for</span> <span class="n">Single</span> <span class="ow">and</span> <span class="n">Multi</span><span class="o">-</span><span class="n">Players</span> <span class="n">Multi</span><span class="o">-</span><span class="n">Arms</span> <span class="n">Bandits</span> <span class="p">(</span><span class="n">MAB</span><span class="p">)</span> <span class="n">Algorithms</span> <span class="ow">in</span> <span class="n">Python</span><span class="p">}},</span>
    <span class="n">author</span> <span class="o">=</span>  <span class="p">{</span><span class="n">Lilian</span> <span class="n">Besson</span><span class="p">},</span>
    <span class="n">year</span> <span class="o">=</span>    <span class="p">{</span><span class="mi">2018</span><span class="p">},</span>
    <span class="n">url</span> <span class="o">=</span>     <span class="p">{</span><span class="n">https</span><span class="p">:</span><span class="o">//</span><span class="n">github</span><span class="o">.</span><span class="n">com</span><span class="o">/</span><span class="n">SMPyBandits</span><span class="o">/</span><span class="n">SMPyBandits</span><span class="o">/</span><span class="p">},</span>
    <span class="n">howpublished</span> <span class="o">=</span> <span class="p">{</span><span class="n">Online</span> <span class="n">at</span><span class="p">:</span> \<span class="n">url</span><span class="p">{</span><span class="n">GitHub</span><span class="o">.</span><span class="n">com</span><span class="o">/</span><span class="n">SMPyBandits</span><span class="o">/</span><span class="n">SMPyBandits</span><span class="p">}},</span>
    <span class="n">note</span> <span class="o">=</span>    <span class="p">{</span><span class="n">Code</span> <span class="n">at</span> <span class="n">https</span><span class="p">:</span><span class="o">//</span><span class="n">github</span><span class="o">.</span><span class="n">com</span><span class="o">/</span><span class="n">SMPyBandits</span><span class="o">/</span><span class="n">SMPyBandits</span><span class="o">/</span><span class="p">,</span> <span class="n">documentation</span> <span class="n">at</span> <span class="n">https</span><span class="p">:</span><span class="o">//</span><span class="n">smpybandits</span><span class="o">.</span><span class="n">github</span><span class="o">.</span><span class="n">io</span><span class="o">/</span><span class="p">}</span>
<span class="p">}</span>
</pre></div>
</div>
<p>I also wrote a small paper to present <em>SMPyBandits</em>, and I will send it to <a class="reference external" href="http://jmlr.org/mloss/">JMLR MLOSS</a>.
The paper can be consulted <a class="reference external" href="https://perso.crans.org/besson/articles/SMPyBandits.pdf">here on my website</a>.</p>
<hr class="docutils" />
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<p class="caption"><span class="caption-text">Contents:</span></p>
<ul>
<li class="toctree-l1"><a class="reference internal" href="README.html"><em>SMPyBandits</em></a></li>
<li class="toctree-l1"><a class="reference internal" href="docs/modules.html">SMPyBandits modules</a></li>
<li class="toctree-l1"><a class="reference internal" href="How_to_run_the_code.html">How to run the code ?</a></li>
<li class="toctree-l1"><a class="reference internal" href="PublicationsWithSMPyBandits.html">List of research publications using Lilian Besson’s SMPyBandits project</a></li>
<li class="toctree-l1"><a class="reference internal" href="Aggregation.html"><strong>Policy aggregation algorithms</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="MultiPlayers.html"><strong>Multi-players simulation environment</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="DoublingTrick.html"><strong>Doubling Trick for Multi-Armed Bandits</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="SparseBandits.html"><strong>Structure and Sparsity of Stochastic Multi-Armed Bandits</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="NonStationaryBandits.html"><strong>Non-Stationary Stochastic Multi-Armed Bandits</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="API.html">Short documentation of the API</a></li>
<li class="toctree-l1"><a class="reference internal" href="About_parallel_computations.html">About parallel computations</a></li>
<li class="toctree-l1"><a class="reference internal" href="TODO.html">💥 TODO</a></li>
<li class="toctree-l1"><a class="reference internal" href="plots/README.html">Some illustrations for this project</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/README.html">Jupyter Notebooks 📓 by Naereen &#64; GitHub</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/list.html">List of notebooks for SMPyBandits</a></li>
<li class="toctree-l1"><a class="reference internal" href="Profiling.html">A note on execution times, speed and profiling</a></li>
<li class="toctree-l1"><a class="reference internal" href="uml_diagrams/README.html">UML diagrams</a></li>
<li class="toctree-l1"><a class="reference internal" href="logs/README.html"><code class="docutils literal notranslate"><span class="pre">logs</span></code> files</a></li>
</ul>
</div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>Both this documentation and the code are publicly available, under the <a class="reference external" href="https://lbesson.mit-license.org/">open-source MIT License</a>.
The code is hosted on GitHub at <a class="reference external" href="https://github.com/SMPyBandits/SMPyBandits/">github.com/SMPyBandits/SMPyBandits</a>.</p>
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<li><p><a class="reference internal" href="py-modindex.html"><span class="std std-ref">Module Index</span></a></p></li>
<li><p><span class="xref std std-ref">classindex</span>,</p></li>
<li><p><span class="xref std std-ref">funcindex</span>,</p></li>
<li><p><span class="xref std std-ref">methindex</span>,</p></li>
<li><p><span class="xref std std-ref">staticmethindex</span>,</p></li>
<li><p><span class="xref std std-ref">attrindex</span>,</p></li>
<li><p><a class="reference internal" href="search.html"><span class="std std-ref">Search Page</span></a>.</p></li>
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