[scikit-learn] Multi Armed Bandit Algorithms in Scikit-learn

[Touqir Sajed]

The corrected link :
https://www.quora.com/In-what-kind-of-real-life-situations-can-we-use-a-multi-arm-bandit-algorithm
<https://ml-trckr.com/link/https%3A%2F%2Fwww.quora.com%2FIn-what-kind-of-real-life-situations-can-we-use-a-multi-arm-bandit-algorithm%C2%A0/dKLlEEqRjfHrSMxw3Ptt>
;

On Tue, Sep 4, 2018 at 11:23 AM Touqir Sajed <touqir at ualberta.ca> wrote:

> Hi,
>
> This email is intended to initiate a discussion on whether it is worth
> adding Multi-Armed Bandit (MAB) algorithms in Scikit-learn. For those of
> you who have not heard of MAB algorithms, they are the simplest form of
> decision-making algorithms applicable whenever data with labels are not
> given beforehand and the objective is to try out different decisions,
> whenever a sample is seen, and learn which decision is the best in the long
> run. They are the simplest form of Reinforcement Learning algorithms. While
> they are not applicable for every decision-making tasks, they naturally fit
> into a number of problem settings where they are more sample efficient and
> simpler than the more advanced RL algorithms. For a number of applications
> :
> https://www.quora.com/In-what-kind-of-real-life-situations-can-we-use-a-multi-arm-bandit-algorithm. If
> <https://ml-trckr.com/link/https%3A%2F%2Fwww.quora.com%2FIn-what-kind-of-real-life-situations-can-we-use-a-multi-arm-bandit-algorithm.%C2%A0If/0oMKOPmYKsXmGqYdOxqi>
> you want to know more about their usage, how they work or their advantages,
> feel free to let me know!
>
> I do feel that MAB algorithms should be a part of Scikit-learn since a lot
> of the interesting problems that we face regarding learning is about
> decision making. There are quite a few github repos with MAB
> implementations but their coverage is extremely limited and I do not know
> of any dedicated library on MABs. Companies like Yahoo, Microsoft, Google
> use MABs for Ad recommendation and search engine optimization but their
> code is not made public.
>
> Cheers,
> Touqir
>
> --
> Computing Science Master's student at University of Alberta, Canada,
> specializing in Machine Learning. Website :
> https://ca.linkedin.com/in/touqir-sajed-6a95b1126
> <https://ml-trckr.com/link/https%3A%2F%2Fca.linkedin.com%2Fin%2Ftouqir-sajed-6a95b1126/0oMKOPmYKsXmGqYdOxqi>
>


-- 
Computing Science Master's student at University of Alberta, Canada,
specializing in Machine Learning. Website :
https://ca.linkedin.com/in/touqir-sajed-6a95b1126
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