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Implementation of LinUCB with Hybrid Linear Models #131

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@bits-bytes-nn bits-bytes-nn commented Sep 5, 2019 •
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This is implementation of the new contextual bandit algorithm, LinUCB with hybrid linear models.
Unlike LinUCB with disjoint linear models already included in the package, this bandit shares some model parameters between each arms. For more information on the algorithm, see Lihong Li et al, 2010.

  1. The above algorithm was faithfully implemented according to the interface and style of the library 'Striatum'. You can find it in 'bandit/hyblinucb.py'.
  2. Unit tests and simulation for the new algorithm were written in 'bandit/tests/test_hyblinucb.py' and 'simulation/simulation_hyblinucb.py' respectively.
  3. Doc has been also updated by adding hybrid LinUCB.

If you have any comments or questions about my pull request, I'm welcome. I'll wait for your reply, thank you.

@bits-bytes-nn bits-bytes-nn changed the title Implementing LinUCB with Hybrid Linear Models Implementation of LinUCB with Hybrid Linear Models Sep 5, 2019
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