knitr::opts_chunk$set( collapse = TRUE, comment = "#>" )
library(contextual) horizon <- 100L simulations <- 100L bandit <- ContextualLinearBandit$new(k = 4, d = 3, sigma = 0.3) # Linear CMAB policies comparison agents <- list(Agent$new(EpsilonGreedyPolicy$new(0.1), bandit, "EGreedy"), Agent$new(ContextualEpsilonGreedyPolicy$new(0.1), bandit, "cEGreedy"), Agent$new(ContextualLinTSPolicy$new(0.1), bandit, "LinTS"), Agent$new(LinUCBDisjointOptimizedPolicy$new(0.6), bandit, "LinUCB")) simulation <- Simulator$new(agents, horizon, simulations, do_parallel = TRUE) history <- simulation$run() plot(history, type = "cumulative", rate = FALSE, legend_position = "topleft")
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