banditpylib

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Distributed Bandit setup

15

Hi, thanks for this - it's a really awesome work! I'm interested in the decentralized/distributed bandit setup. Do you have any pointers for extending your code - e.g. to support...

choltz95

stopping criteria for TS

1

Can you add a stopping rule for Thompson Sampling(ts.py)?

htcml

Contextual Bandits?

1

Is contextual bandits in the scope of this library? Here is a paper for reference: https://arxiv.org/pdf/1810.09558.pdf

htcml

time-varying signals

3

Can you add MAB algorithms which can handle time-varying signals? Maybe non-stationary MAB algorithms are for this purpose?

htcml

Request for adding policies for best arm identification in linear bandits

2

I've read your paper titled `Best Arm Identification in Linear Bandits with Linear Dimension Dependency` and I'm interested in the implementation. Adding the policy in the library would be great.

exKAZUu

Now `CUCB` can only take care of a `LinearBandit`. Can you help implement a `CorrelatedBanditItf` in `bandits.utils` file? Such that `CUCB` can deal with it and then let `LinearBandit` inherit...

Alanthink

FYI [JMLR MOSS]

2

Could be a long-term prospect if you are interested: [http://www.jmlr.org/mloss/](http://www.jmlr.org/mloss/) Inspiration: [https://perso.crans.org/besson/articles/SMPyBandits.pdf](https://perso.crans.org/besson/articles/SMPyBandits.pdf)

choltz95