bayesian-bandit

#bayesian-bandit.js

This is an adaptation of the Bayesian Bandit code from Probabilistic Programming and Bayesian Methods for Hackers, specifically d3bandits.js.

The code has been rewritten to be more idiomatic and also usable as a browser script or npm package. Additionally, unit tests are included.

#Quick Start

From node.js:

npm install bayesian-bandit
node

Then:

var Bandit = require('bayesian-bandit').Bandit

In the browser:

<script src="https://raw.github.com/omphalos/bayesian-bandit.js/master/bayesian-bandit.js"></script>

Sample JavaScript:

var bandit = new Bandit({ numberOfArms: 2 })

bandit.arms[0].reward(0) // Arm 0 loses once.
bandit.arms[0].reward(1) // Arm 0 wins once.

bandit.arms[1].reward(0) // Arm 1 loses once.
bandit.arms[1].reward(1) // Arm 1 wins once.
bandit.arms[1].reward(1) // Arm 1 wins twice.

bandit.selectArm() // Arm 1 is more likely, so this probably returns 1

#Unit Tests

The unit tests use nodeunit. You can set that up by typing:

npm install -g nodeunit

Then you can run unit tests with:

nodeunit tests.js