An introduction to multi arm bandits

Code adapted from John Myles White's super succinct book, "Bandit Algorithms for Website Optimization" (O'Reilly)

What's different

• Code ported to Python 3.6
• Uses builtin functions whenever possible
• Plots created with Matplotlib instead of R

More to come

• UCB1
• Solutions to the exercises
• Brief explanation/summary
• Cleaner code