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BanditLib

MITC++

A simple C++ library for multi-armed bandit simulations with multiple policy implementations.

GitHubGitHub
139 stars45 forks0 contributors

Overview

Multi-armed bandit simulation library

Use Cases

Not Ideal For

  • Projects requiring high-performance, optimized simulations for large datasets
  • Cross-platform applications needing support beyond Linux/GNU C++
  • Scenarios demanding diverse reward distributions beyond binary and normal
  • Teams seeking extensive documentation or GUI-based tools

Pros & Cons

Pros

Simple and Extensible

Prioritizes clarity and ease of modification over optimization, as stated in the README, making it ideal for educational use and experimental prototyping.

No External Dependencies

Requires only a modern C++ compiler and included tools like waf and cmdline.h, ensuring straightforward setup without library conflicts, per the README.

Multiple Algorithm Implementations

Implements key policies such as DMED, KL-UCB, Thompson sampling, and UCB variants, providing a broad range of bandit strategies for experimentation.

Built-in Plotting Utility

Includes a Python/Matplotlib-based plot tool for visualizing simulation results, adding convenience for analysis without additional setup.

Cons

Limited Platform Compatibility

Explicitly only supports Linux/GNU C++ environments and does not check for Windows or MacOS, restricting usability for cross-platform projects.

Not Performance-Optimized

The README admits it's 'not optimized for speed,' making it inefficient for large-scale or real-time simulations compared to optimized libraries.

Minimal Documentation

Beyond the basic README, there's no detailed API documentation or tutorials, which can hinder learning, extension, and troubleshooting.

Frequently Asked Questions

Quick Stats

Stars139
Forks45
Contributors0
Open Issues0
Last commit3 years ago
CreatedSince 2014

Tags

#c-plus-plus#decision-making#multi-armed-bandit#machine-learning#reinforcement-learning

Built With

P
Python
m
matplotlib
C
C++

Included in

Machine Learning72.2k
Auto-fetched 15 hours ago

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