scikit-learn/scikit-learn — pull request #906 by oddskool (2012-06-13 12:23:56+00:00)
Title: Add support for Multi-Armed Bandits

As I advertised already on the mailing-list, here is a contribution integrating support for Multi-Armed Bandits [1] to sklearn.

Basically, I've set up a basic API for bandits and implemented one of the simplest bandit algorithms.

This comes along with :
- (almost) clean code : no pyflakes warning, few pep8 warnings, only 1 pyling W (8.71/10)
- documentation (see sklearn/bandits/context_free_bandits.py)
- example (see examples/bandits/simple_bandit.py)
- unit tests (90% coverage, see sklearn/tests/test_bandits.py)
- basic perf tests (see sklearn/tests/test_bandits.py)

Next steps would be (after this first commit is accepted):
- add other bandits algorithms (I have 3 algos implemented but not submitted)
- add more tests and documentation

I can also be reached through IRC if needed.

[1] see http://en.wikipedia.org/wiki/Multi-armed_bandit for an introduction