Obandit — Ocaml Multi-Armed Bandits

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Obandit is an Ocaml module implementing multi-armed bandit algorithms. It supports the EXP, UCB and Epsilon-greedy family of algorithms. Obandit is distributed under the ISC license.

Documentation

The API reference is complete with the regret and/or statistical guarantees of each algorithm. Obandit has a rudimentary cli interface.

Validation

Obandit is validated using an experimental test suite:

Regret

Installation

Using opam:

opam install obandit

If you don’t use opam consult the opam file for build instructions.

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Rabbits