baico 0.1.0

Best-Arm Identification based Combinatorial Optimization Algorithms.

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.