Policies.Posterior package

Posteriors for Bayesian Index policies:

  • Beta is the default for Thompson Sampling and BayesUCB, ideal for Bernoulli experiments,
  • Gamma and Gauss are more suited for respectively Poisson and Gaussian arms,
  • DiscountedBeta is the default for Policies.DiscountedThompson Sampling, ideal for Bernoulli experiments on non stationary bandits.