pybandits 0.0.2

Python Multi-Armed Bandit Library

PyBandits

PyBandits is a Python library for Multi-Armed Bandit. It provides an implementation of stochastic Multi-Armed Bandit (sMAB) and contextual Multi-Armed Bandit (cMAB) based on Thompson Sampling.

For the sMAB, we implemented a Bernoulli multi-armed bandit based on Thompson Sampling algorithm Agrawal and Goyal, 2012. If context information is available we provide a generalisation of Thompson Sampling for cMAB Agrawal and Goyal, 2014 implemented with PyMC3, an open source probabilistic programming framework for automatic Bayesian inference on user-defined probabilistic models.

Installation

This library is distributed on PyPI and can be installed with pip. The latest release is version 0.0.2. pybandits requires a Python version >= 8.

$ pip install pybandits

The command above will automatically install all the dependencies listed in requirements.txt. Please visit the installation page for more details.

Getting started

A short example, illustrating it use. Use the sMAB model to predict actions and update the model based on rewards from the environment.

import numpy as np
import random
from pybandits.core.smab import Smab

# init stochastic Multi-Armed Bandit model
smab = Smab(action_ids=['Action A', 'Action B', 'Action C'])

# predict actions
pred_actions, _ = smab.predict(n_samples=100)

n_successes, n_failures = {}, {}
for a in set(pred_actions):

    # simulate rewards from environment
    n_successes[a] = random.randint(0, pred_actions.count(a))
    n_failures[a] = pred_actions.count(a) - n_successes[a]

    # update model
    smab.update(action_id=a, n_successes=n_successes[a], n_failures=n_failures[a])

Documentation

For more information please read the full documentation and tutorials.

Info for developers

The source code of the project is available on GitHub.

$ git clone https://github.com/playtikaresearch/pybandits.git

You can install the library and the dependencies with one of the following commands:

$ pip install .                        # install library + dependencies
$ pip install .[develop]               # install library + dependencies + developer-dependencies
$ pip install -r requirements.txt      # install dependencies
$ pip install -r requirements-dev.txt  # install developer-dependencies

As suggested by the authors of pymc3 and pandoc, we highly recommend to install these dependencies with conda:

$ conda install -c conda-forge pandoc
$ conda install -c conda-forge pymc3

To create the file pybandits.whl for the installation with pip run the following command:

$ python setup.py sdist bdist_wheel

To create the HTML documentation run the following commands:

$ cd docs
$ make html

Run tests

Tests can be executed with pytest running the following commands. Make sure to have the library installed before to run any tests.

$ cd tests
$ pytest -vv                                      # run all tests
$ pytest -vv test_testmodule.py                   # run all tests within a module
$ pytest -vv test_testmodule.py -k test_testname  # run only 1 test
$ pytest -vv -k 'not time'                        # run all tests but not exec time

License

MIT License