rmitsuboshi / bandit

A small collection of Bandit algorithms, written in Rust 🦀.

Bandit

A small collection of Bandit algorithms, written in Rust🦀.

This crate provides a generic framework for bandit protocol and some bandit algorithms. The algorithms are named & implemented based on this book.

Test run

One can reproduce the following result by cargo test -- --nocapture command.

How To Use

Write the following line to Cargo.toml.

bandit = { git = "https://github.com/rmitsuboshi/bandit" }

You can find code examples in tests/small-tests.rs. I'll write some documents to every algorithms in this crate.

Currently, the following algorithms are implemented.

Stochastic Bandits

• ETC (Explore-Then-Commit),
• UCB (Upper-Confidence-Bound),
• Asymptotically Optimal UCB (Asymptotically Optimal UCB),

Adversarial Bandits

• Exp3 (Exponential-weight algorithm for Exploration and Exploitation)
• Exp3-IX (Exp3 + Implicit eXploration)

Environments

• Sub-Gaussian environment,
• A worst-case environment for the ETC algorithm.