Removed temp Emacs files

.gitignore

@@ -1,2 +1,3 @@
 .DS_Store
 .vscode/*
+*~

bayesian_bandit.jl

@@ -0,0 +1,57 @@
+using Plots
+using Random
+using Distributions
+
+mutable struct Bandit
+    p::Number #the win rate
+    α::Number
+    β::Number
+    N::Number #Number of samples
+    Bandit(p) = new(p,1,1,0)
+end
+
+function pull(ban::Bandit)
+   return convert(Int,rand() < ban.p) 
+end
+
+function sample(ban::Bandit)
+    return rand(Beta(ban.α,ban.β))
+end
+
+function update(ban::Bandit, x::Number) #x is a sample number
+    ban.α += x #Prob
+    ban.β += 1 - x #Complement of prob
+    ban.N += 1
+end
+
+function ban_plot(bandits::Array,trial::Number)
+    x = convert(Array,LinRange(0,1,200))
+    for b in bandits
+        y = pdf(Beta(b.α,b.β),x)
+        display(plot!(x,y, title="Bandit distributions after $trial trials"))
+    end
+end
+
+num_trials = 2000;
+bandit_probs = [0.2,0.5,0.75];
+
+bandits = [Bandit(p) for p in bandit_probs];
+sample_points = [5,10,20,50,100,200,500,1000,1500,1999];
+rewards = zeros(num_trials);
+    
+for i in 1:num_trials 
+    # Thomson sampling
+    j = argmax([sample(b) for b in bandits])
+    
+    if i in sample_points
+        ban_plot(bandits,i)
+    end
+    
+    x = pull(bandits[j])
+    rewards[i] = x
+    update(bandits[j],x)
+end
+
+cumulative_average = cumsum(rewards) ./ Array(1:num_trials);
+plot(cumulative_average,xaxis=:log) 
+plot!(ones(num_trials) .* max(bandit_probs...))