[scikit-learn] Multi Armed Bandit Algorithms in Scikit-learn
Andreas Mueller
t3kcit at gmail.com
Tue Sep 4 13:47:13 EDT 2018
See
http://scikit-learn.org/dev/faq.html#what-are-the-inclusion-criteria-for-new-algorithms
and
http://scikit-learn.org/dev/faq.html#why-is-there-no-support-for-deep-or-reinforcement-learning-will-there-be-support-for-deep-or-reinforcement-learning-in-scikit-learn
Bandit algorithms require a fundamentally different kind of interface
than what's in scikit-learn right now, as they are sequential decision
making algorithms.
On 09/04/2018 01:23 PM, Touqir Sajed 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>
>
>
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