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The Thompson Algorithm is the current "best" algorithm for the multi-armed bandit problem, but this is an area of ongoing research. Through a lot of trial and error, I found a unique, simple modification and in all simulations, my algorithm was more optimal than the Thompson Algorithm. I received a distinction for this project.
ninaboord/modified-thompson-sampling
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The Thompson Algorithm is the current "best" algorithm for the multi-armed bandit problem, but this is an area of ongoing research. Through a lot of trial and error, I found a unique, simple modification and in all simulations, my algorithm was more optimal than the Thompson Algorithm. I received a distinction for this project.
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