Simulation and Analysis of Contextual Multi-Armed Bandit Policies

Facilitates the simulation and evaluation of context-free and contextual multi-Armed Bandit policies or algorithms to ease the implementation, evaluation, and dissemination of both existing and new bandit algorithms and policies.


Contextual: Multi-Armed Bandits in R

Overview

R package facilitating the simulation and evaluation of context-free and contextual Multi-Armed Bandit policies or algorithms.

The package has been developed to:

  • Introduce a wider audience to contextual bandit policies' advanced sequential decision strategies.
  • Ease the implementation, evaluation and dissemination of both existing and new contextual Multi-Armed Bandit algorithms and policies.

Installation

# install.packages("devtools")
devtools::install_github("Nth-iteration-labs/contextual")

Documentation

Overview of core classes

Contextual's core class diagram

Policies and Bandits

Overview of contextual's growing library of contextual and context-free bandit policies:

General Context-free Contextual
Random
Oracle





Epsilon-Greedy
Epsilon-First
UCB-tuned
Thompson Sampling
BootstrapTS
Softmax
Gittins
CMAB Epoch-Greedy
LinUCB (General, Disjoint, Hybrid)
COFIBA*
LinTS
LogitBTS
GLMUCB

Overview of contextual's bandit library:

Context-free Contextual Offline Continuous
BasicBernoulliBandit
BasicGaussianBandit



ContextualBernoulli
ContextualLogit
ContextualHybrid
ContextualLinear
ContextualWheel
OfflinePolicyEvaluator
PropensityEvaluator
DoublyRobust*


Continuum




* available soon

Maintainers

Robin van Emden: author, maintainer* Maurits Kaptein: supervisor*

* Tilburg University / Jheronimus Academy of Data Science.

If you encounter a clear bug, please file a minimal reproducible example on GitHub.

News

contextual 0.9.0

  • First release

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("contextual")

0.9.1 by Robin van Emden, 3 months ago


https://github.com/Nth-iteration-labs/contextual


Report a bug at https://github.com/Nth-iteration-labs/contextual/issues


Browse source code at https://github.com/cran/contextual


Authors: Robin van Emden [aut, cre] , Maurits Kaptein [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports R6, data.table, R.devices, foreach, doParallel, itertools, iterators, nleqslv, checkmate

Suggests testthat, vdiffr, covr, knitr, here, rmarkdown, devtools, ggplot2


See at CRAN