Hi there,

I'm pondering the idea of contributing code to sklearn, more precisely
multi-armed bandits [1].

This kind of algorithms are related to collaborative filtering, recommender
systems and reinforcement learning.

I haven't found anything in sklearn on those, but I'm wondering if anyone
has started to work on one of these topics in a private branch ?

I've already coded the classical ones (context-free bandits) :
espilon-first, epsilon-greedy, UCB1, but I feel I need some guidance on how
to best integrate into sklearn.

More specifically:
- should I start a new dir like "sklearn/recommenders" or "sklearn/bandits"
or "sklearn/reinforcement" ?
- should I decide on my own to create an API like the one for classifiers ?

Thanks for any insights,

Eustache

[1] http://en.wikipedia.org/wiki/Multi-armed_bandit
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