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  • 标题:StreamingBandit: Experimenting with Bandit Policies
  • 本地全文:下载
  • 作者:Jules Kruijswijk ; Robin van Emden ; Petri Parvinen
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2020
  • 卷号:94
  • 期号:1
  • 页码:1-47
  • DOI:10.18637/jss.v094.i09
  • 出版社:University of California, Los Angeles
  • 摘要:A large number of statistical decision problems in the social sciences and beyond can be framed as a (contextual) multi-armed bandit problem. However, it is notoriously hard to develop and evaluate policies that tackle these types of problems, and to use such policies in applied studies. To address this issue, this paper introduces StreamingBandit, a Python web application for developing and testing bandit policies in field studies. StreamingBandit can sequentially select treatments using (online) policies in real time. Once StreamingBandit is implemented in an applied context, different policies can be tested, altered, nested, and compared. StreamingBandit makes it easy to apply a multitude of bandit policies for sequential allocation in field experiments, and allows for the quick development and re-use of novel policies. In this article, we detail the implementation logic of StreamingBandit and provide several examples of its use.
  • 关键词:sequential decision-making;multi-armed bandit;data streams;sequential experimentation;Python.
  • 其他关键词:sequential decision-making;multi-armed bandit;data streams;sequential experimentation;Python
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