See
http://scikit-learn.org/dev/faq.html#what-are-the-inclusion-criteria-for-new-algorithms
and
http://scikit-learn.org/dev/faq.html#why-is-there-no-support-for-deep-or-reinforcement-learning-will-there-be-support-for-deep-or-reinforcement-learning-in-scikit-learn
Bandit algorithms require a fundamentally different kind of interface
than what's in scikit-learn right now, as they are sequential decision
making algorithms.
On 09/04/2018 01:23 PM, Touqir Sajed wrote:
Hi,
This email is intended to initiate a discussion on whether it is worth
adding Multi-Armed Bandit (MAB) algorithms in Scikit-learn. For those
of you who have not heard of MAB algorithms, they are the simplest
form of decision-making algorithms applicable whenever data with
labels are not given beforehand and the objective is to try out
different decisions, whenever a sample is seen, and learn which
decision is the best in the long run. They are the simplest form of
Reinforcement Learning algorithms. While they are not applicable for
every decision-making tasks, they naturally fit into a number of
problem settings where they are more sample efficient and simpler than
the more advanced RL algorithms. For a number of applications :
https://www.quora.com/In-what-kind-of-real-life-situations-can-we-use-a-multi-arm-bandit-algorithm. If
<https://ml-trckr.com/link/https%3A%2F%2Fwww.quora.com%2FIn-what-kind-of-real-life-situations-can-we-use-a-multi-arm-bandit-algorithm.%C2%A0If/0oMKOPmYKsXmGqYdOxqi>
you want to know more about their usage, how they work or their
advantages, feel free to let me know!
I do feel that MAB algorithms should be a part of Scikit-learn since a
lot of the interesting problems that we face regarding learning is
about decision making. There are quite a few github repos with MAB
implementations but their coverage is extremely limited and I do not
know of any dedicated library on MABs. Companies like Yahoo,
Microsoft, Google use MABs for Ad recommendation and search engine
optimization but their code is not made public.
Cheers,
Touqir
--
Computing Science Master's student at University of Alberta, Canada,
specializing in Machine Learning. Website :
https://ca.linkedin.com/in/touqir-sajed-6a95b1126
<https://ml-trckr.com/link/https%3A%2F%2Fca.linkedin.com%2Fin%2Ftouqir-sajed-6a95b1126/0oMKOPmYKsXmGqYdOxqi>
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