aras-p

// Just before switching jobs:
// Add one of these.
// Preferably into the same commit where you do a large merge.
//
// This started as a tweet with a joke of "C++ pro-tip: #define private public",
// and then it quickly escalated into more and more evil suggestions.
// I've tried to capture interesting suggestions here.
//
// Contributors: @r2d2rigo, @joeldevahl, @msinilo, @_Humus_,
// @YuriyODonnell, @rygorous, @cmuratori, @mike_acton, @grumpygiant,

sergeyf

import numpy as np
from matplotlib import pylab as plt
#from mpltools import style # uncomment for prettier plots
#style.use(['ggplot'])

# generate all bernoulli rewards ahead of time
def generate_bernoulli_bandit_data(num_samples,K):
    CTRs_that_generated_data = np.tile(np.random.rand(K),(num_samples,1))
    true_rewards = np.random.rand(num_samples,K) < CTRs_that_generated_data
    return true_rewards,CTRs_that_generated_data

jfpuget