Best-Arm Identification based Combinatorial Optimization Algorithms.
Project description
BAICO
BAICO (Best Arm Identification-based Combinatorial Optimization Algorithms) is a collection of discrete optimization algorithms for stochastic objective functions based on the best arm identification technique.
Install
pip3 install baico
Usage
import random
weights = {
'a': 1,
'b': 2,
'c': 3,
'd': 4,
}
def fn(S): return sum(weights[a] * random.random() for a in S)
support = weights.keys()
solver = StochasticGreedy(fn=fn, support=support, cardinality=2)
S = solver.optimal_solution()
..frozenset({'d', 'c'})
Licenses
This project is licensed under the MIT License.
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