RandomPolicy: Policy: Random

In robinvanemden/contextual: Simulation and Analysis of Contextual Multi-Armed Bandit Policies

Description

RandomPolicy always explores, choosing arms uniformly at random. In that respect, RandomPolicy is the mirror image of a pure greedy policy, which would always seek to exploit.

Usage

policy <- RandomPolicy(name = "RandomPolicy")

Arguments

name

character string specifying this policy. name is, among others, saved to the History log and displayed in summaries and plots.

Methods

new()

Generates a new RandomPolicy object. Arguments are defined in the Argument section above.

set_parameters()

each policy needs to assign the parameters it wants to keep track of to list self$theta_to_arms that has to be defined in set_parameters()'s body. The parameters defined here can later be accessed by arm index in the following way: theta[[index_of_arm]]$parameter_name

get_action(context)

here, a policy decides which arm to choose, based on the current values of its parameters and, potentially, the current context.

set_reward(reward, context)

in set_reward(reward, context), a policy updates its parameter values based on the reward received, and, potentially, the current context.

References

Gittins, J., Glazebrook, K., & Weber, R. (2011). Multi-armed bandit allocation indices. John Wiley & Sons. (Original work published 1989)

See Also

Core contextual classes: Bandit, Policy, Simulator, Agent, History, Plot

Bandit subclass examples: BasicBernoulliBandit, ContextualLogitBandit, OfflineReplayEvaluatorBandit

Policy subclass examples: EpsilonGreedyPolicy, ContextualLinTSPolicy

Examples

horizon            <- 100L
simulations        <- 100L
weights            <- c(0.9, 0.1, 0.1)

policy             <- RandomPolicy$new()
bandit             <- BasicBernoulliBandit$new(weights = weights)
agent              <- Agent$new(policy, bandit)

history            <- Simulator$new(agent, horizon, simulations, do_parallel = FALSE)$run()

plot(history, type = "arms")

robinvanemden/contextual documentation built on Aug. 12, 2019, 9:30 p.m.