draw_thompson: Thompson Sampling draws.

In banditsCI: Bandit-Based Experiments and Policy Evaluation

Thompson Sampling draws.

Description

Draws arms from a LinTS or non-contextual TS agent for multi-armed bandit problems.

Usage

draw_thompson(model, start, end, xs = NULL)

Arguments

model	List. Contains the parameters of the model, generated by LinTSModel().
start	Integer. Starting index of observations for which arms are to be drawn. Must be a positive integer.
end	Integer. Ending index of the observations for which arms are to be drawn. Must be an integer greater than or equal to start.
xs	Optional matrix. Covariates of shape [A, p], where p is the number of features, if the LinTSModel is contextual. Default is NULL. Must not contain NA values.

Value

A list containing the drawn arms (w) and their corresponding probabilities (ps).

Examples

set.seed(123)
model <- LinTSModel(K = 5, p = 3, floor_start = 1/5, floor_decay = 0.9, num_mc = 100,
                    is_contextual = TRUE)
draws <- draw_thompson(model = model, start = 1, end = 10,
                       xs = matrix(rnorm(30), ncol = 3))

banditsCI documentation built on April 12, 2025, 1:42 a.m.