BanditLab 0.2.0

Framework for multi-armed bandits with support for contextual, GLM, NN, GP-based and delayed methods

BanditLab

A modular framework for experimenting with multi-armed bandits (MAB).

• 20+ algorithms (from classical to state-of-the-art)
• unified API
• plug-and-play models and datasets
• config-driven experiments

BanditLab is designed for both research and practical experimentation. It provides a unified interface for combining:

• bandit algorithms (UCB, Thompson Sampling, Neural, GP-based, etc.)
• predictive models (linear, GLM, neural networks, Gaussian processes)
• environments (real datasets or simulators)

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Installation

pip install BanditLab

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Quick Start (Python API)

from mab_framework.algorithms import ThompsonSampling
from mab_framework.environments import DatasetEnvironment

env = DatasetEnvironment("data/mushroom_bandit_5000.csv")

bandit = ThompsonSampling(...)

for context in env:
    arm = bandit.select_arm(context)
    reward = env.pull(arm)
    bandit.update(context, arm, reward)

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Config-Based Experiments (Recommended)

BanditLab supports fully declarative experiment setup via configs.

Example config:

experiment:
  name: "pool_test"
  steps: 200
  n_runs: 5

environment:
  name: "DatasetEnvironment"
  params:
    dataset_path: "data/E1_dataset.npz"

algorithms:
  - name: "ThompsonSampling"
    display_name: "Thompson Sampling (TS)"
    params: {}
    model:
      name: "OnlineRidgeRegression"
      params: { l2_reg: 1.0 }
      one_model_per_arm: true

  - name: "UCBAlgorithm"
    display_name: "LinUCB (alpha=1.0)"
    params: { alpha: 1.0 }
    model:
      name: "OnlineRidgeRegression"
      params: { l2_reg: 1.0 }
      one_model_per_arm: true

metrics:
  - cumulative_regret
  - average_regret

output:
  save_path: "./results/pool_test"

Run via:

python banditlab config.yaml

This allows running experiments without writing Python code and ensures full reproducibility.

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Key Features

• 20+ algorithms — from classical (UCB, TS) to neural and GP-based methods
• Model–Algorithm decoupling — combine any algorithm with any reward model
• Config-driven experiments — easy experimentation without coding
• Contextual bandits support
• Delayed feedback support — built-in support for bandits with delays
• Extensible — easily implement new algorithms or models
• Reproducible experiments — runner, logging, and metrics included

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Core Design

BanditLab separates decision-making from prediction:

• Models learn to predict rewards from context
• Algorithms decide which arm to pull using model outputs

This enables flexible combinations:

• Thompson Sampling + Linear Model
• Thompson Sampling + GLM
• UCB + Neural Network
• UCB + Gaussian Process

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Architecture Overview

The framework is built around four components:

• Environments — provide contexts and rewards
• Models — estimate reward (typically one per arm)
• Algorithms — handle exploration vs exploitation
• Runner — executes experiment loops

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Example: Running a Benchmark

python scripts/run_mushrooms.py

This runs multiple algorithms on a real dataset and produces:

• cumulative regret plots
• average regret curves

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Supported Methods

Algorithms

Includes 20+ implementations, such as:

• Epsilon-Greedy
• UCB / LinUCB
• Thompson Sampling
• Neural UCB
• GP-based methods
• GLM-based bandits

Models

• Linear / Ridge Regression
• GLM (Laplace approximation)
• Gaussian Processes (RFF)
• Neural Networks
• LASSO-based models

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Project Structure

mab_framework/
├── algorithms/
├── models/
├── environments/
├── experiment/
└── scripts/

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Extending the Framework

Custom Model

predict(context)
update(context, reward)

Custom Algorithm

select_arm(context)
update(context, arm, reward)

All components inherit from base classes, making extension straightforward.

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Reproducibility

BanditLab includes:

• experiment runner
• logging utilities
• regret metrics

Designed for fair comparison of algorithms across datasets.

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Documentation

Detailed developer documentation is available in:

docs/DEVELOPMENT.md

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License

MIT License

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Citation

If you use BanditLab in research, please consider citing the repository.