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linucb

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A comprehensive Python library implementing a variety of contextual and non-contextual multi-armed bandit algorithms—including LinUCB, Epsilon-Greedy, Upper Confidence Bound (UCB), Thompson Sampling, KernelUCB, NeuralLinearBandit, and DecisionTreeBandit—designed for reinforcement learning applications

  • Updated Dec 31, 2024
  • Python

Learning project: fraud scoring on the public ULB card-fraud data (time split, leakage-safe velocity/target encoding, GBDT), approval-vs-fraud-loss thresholds, LinUCB acquirer routing on SIMULATED acquirer outcomes, FastAPI scorer with measured p95. No real IDs or acquirer data.

  • Updated Oct 12, 2026
  • Python

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